-17.4%
AA vs AMC
-99.2%
+81.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.5% |
| 7D | +0.5% | +3.5% | -3.0% | +0.1% |
| 30D | -0.6% | +12.5% | -13.0% | -1.9% |
| 3M | -19.7% | +23.6% | -43.2% | -21.8% |
| 6M | -41.6% | +144.4% | -185.9% | -48.5% |
| YTD | -24.6% | +108.3% | -133.0% | -33.3% |
| 1Y | +4.9% | +38.9% | -34.0% | -2.6% |
| 3Y | +66.8% | -58.9% | +125.7% | +67.5% |
| All | -17.4% | -99.2% | +81.8% | +28.7% |
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