+77.3%
AA vs AMC
-97.8%
+175.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -12.5% | +7.2% | -4.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -10.8% | +4.4% | -15.2% | -11.1% |
| 3M | -19.1% | +15.4% | -34.4% | -20.1% |
| 6M | -38.7% | +93.7% | -132.4% | -42.3% |
| YTD | -27.1% | +97.4% | -124.6% | -32.0% |
| 1Y | +8.3% | +23.2% | -14.9% | +4.3% |
| 3Y | +49.6% | -71.3% | +120.8% | +52.7% |
| 5Y | -15.5% | -99.3% | +83.8% | -0.3% |
| 10Y | +60.9% | -98.7% | +159.6% | +67.0% |
| All | +77.3% | -97.8% | +175.1% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling