-99.4%
AMC vs A
-12.8%
-86.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +2.3% | -1.9% | +4.3% | +3.5% |
| 30D | -0.7% | +6.9% | -7.7% | -4.5% |
| 3M | +35.2% | +9.2% | +26.0% | +27.5% |
| 6M | +124.6% | +25.7% | +98.9% | +92.9% |
| YTD | +69.9% | +11.5% | +58.3% | +56.9% |
| 1Y | -2.6% | +18.4% | -20.9% | -13.6% |
| 3Y | -79.8% | +26.6% | -106.4% | -84.0% |
| All | -99.4% | -12.8% | -86.6% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling