+40.7%
AMC vs A
+22.0%
+18.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.5% |
| 7D | +5.5% | +1.4% | +4.1% | +5.0% |
| 30D | +16.1% | +4.3% | +11.8% | +13.8% |
| 3M | +43.0% | +19.8% | +23.2% | +32.0% |
| 6M | +130.7% | +54.4% | +76.3% | +84.8% |
| YTD | +121.8% | +31.7% | +90.1% | +100.5% |
| 1Y | +40.7% | +22.4% | +18.2% | +34.9% |
| All | +40.7% | +22.0% | +18.7% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling