-97.7%
AMC vs A
+373.4%
-471.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.0% | -9.5% | -11.2% |
| 7D | 0.0% | -5.2% | +5.2% | +2.4% |
| 30D | +4.4% | +1.4% | +3.0% | +3.9% |
| 3M | +15.4% | +21.9% | -6.6% | +6.5% |
| 6M | +93.7% | +46.7% | +47.1% | +63.1% |
| YTD | +97.4% | +27.2% | +70.2% | +77.0% |
| 1Y | +23.2% | +17.9% | +5.3% | +14.1% |
| 3Y | -71.3% | +61.1% | -132.4% | -77.5% |
| 5Y | -99.3% | +13.8% | -113.1% | -99.3% |
| 10Y | -98.7% | +318.8% | -417.5% | -99.4% |
| All | -97.7% | +373.4% | -471.2% | -98.9% |
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 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