-98.7%
AMC vs A
+312.5%
-411.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.3% |
| 7D | +5.5% | +1.4% | +4.1% | +5.1% |
| 30D | +16.1% | +4.3% | +11.8% | +14.2% |
| 3M | +43.0% | +19.8% | +23.2% | +33.4% |
| 6M | +130.7% | +54.4% | +76.3% | +91.3% |
| YTD | +121.8% | +31.7% | +90.1% | +96.8% |
| 1Y | +40.7% | +22.4% | +18.2% | +28.6% |
| 3Y | -56.8% | +67.7% | -124.5% | -66.4% |
| 5Y | -99.1% | +15.7% | -114.8% | -99.2% |
| 10Y | -98.7% | +308.7% | -407.4% | -99.2% |
| All | -98.7% | +312.5% | -411.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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