-98.1%
AMC vs AMCR
+71.3%
-169.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +2.3% | -1.9% | +4.2% | +3.3% |
| 30D | -0.7% | -4.1% | +3.3% | +1.3% |
| 3M | +35.2% | +21.7% | +13.5% | +21.3% |
| 6M | +124.6% | +1.5% | +123.1% | +120.2% |
| YTD | +69.9% | +13.1% | +56.7% | +56.1% |
| 1Y | -2.6% | +16.5% | -19.1% | -12.1% |
| 3Y | -79.8% | +10.3% | -90.0% | -81.6% |
| 5Y | -99.4% | -7.7% | -91.7% | -99.4% |
| 10Y | -98.9% | +24.6% | -123.5% | -99.1% |
| All | -98.1% | +71.3% | -169.3% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling