+371.6%
ALL vs AMC
-98.8%
+470.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | +5.0% | +3.5% | +1.5% | +5.0% |
| 30D | +13.3% | +12.5% | +0.9% | +13.0% |
| 3M | +3.2% | +23.6% | -20.4% | +2.7% |
| 6M | +25.3% | +144.4% | -119.0% | +22.7% |
| YTD | +30.5% | +108.3% | -77.9% | +27.9% |
| 1Y | +29.2% | +38.9% | -9.7% | +27.6% |
| 3Y | +119.1% | -58.9% | +178.0% | +118.7% |
| 5Y | +162.6% | -99.2% | +261.8% | +175.8% |
| All | +371.6% | -98.8% | +470.4% | +320.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling