+122.2%
ALL vs AMC
-99.4%
+221.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.7% | -1.4% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | -1.5% | -0.7% | -0.7% | -1.5% |
| 3M | +23.6% | +35.2% | -11.6% | +22.5% |
| 6M | +22.3% | +124.6% | -102.2% | +19.8% |
| YTD | +26.5% | +69.9% | -43.4% | +24.5% |
| 1Y | +27.0% | -2.6% | +29.6% | +26.2% |
| 3Y | +149.6% | -79.8% | +229.4% | +155.0% |
| All | +122.2% | -99.4% | +221.6% | +154.6% |
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