-98.1%
AMC vs A
+315.2%
-413.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +2.3% | -1.9% | +4.3% | +3.2% |
| 30D | -0.7% | +6.9% | -7.7% | -3.5% |
| 3M | +35.2% | +9.2% | +26.0% | +29.5% |
| 6M | +124.6% | +25.7% | +98.9% | +101.4% |
| YTD | +69.9% | +11.5% | +58.3% | +60.4% |
| 1Y | -2.6% | +18.4% | -20.9% | -10.5% |
| 3Y | -79.8% | +26.6% | -106.4% | -82.4% |
| 5Y | -99.4% | -12.8% | -86.6% | -99.4% |
| 10Y | -98.9% | +247.2% | -346.1% | -99.4% |
| All | -98.1% | +315.2% | -413.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling