-8.8%
AA vs AMC
-99.1%
+90.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.6% |
| 7D | +1.2% | +5.5% | -4.2% | +0.6% |
| 30D | -5.0% | +16.1% | -21.1% | -6.6% |
| 3M | -22.2% | +43.0% | -65.2% | -25.6% |
| 6M | -36.3% | +130.7% | -167.0% | -43.6% |
| YTD | -24.2% | +121.8% | -146.0% | -33.4% |
| 1Y | +3.9% | +40.7% | -36.8% | -3.6% |
| 3Y | +67.6% | -56.8% | +124.4% | +67.4% |
| 5Y | -8.8% | -99.1% | +90.3% | +35.7% |
| All | -8.8% | -99.1% | +90.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling