+156.2%
ALL vs AMC
-99.3%
+255.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.5% | +11.6% | -0.7% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +18.9% | +4.4% | +14.5% | +18.8% |
| 3M | +1.2% | +15.4% | -14.1% | +0.9% |
| 6M | +23.2% | +93.7% | -70.5% | +21.2% |
| YTD | +30.0% | +97.4% | -67.4% | +27.6% |
| 1Y | +39.6% | +23.2% | +16.4% | +38.1% |
| 3Y | +115.2% | -71.3% | +186.5% | +119.0% |
| 5Y | +156.2% | -99.3% | +255.5% | +195.4% |
| All | +156.2% | -99.3% | +255.5% | +195.4% |
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