-99.0%
AMC vs AMCR
+16.8%
-115.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.4% |
| 7D | -6.8% | -6.3% | -0.5% | -3.3% |
| 30D | +1.7% | -7.1% | +8.8% | +6.0% |
| 3M | +26.8% | +12.7% | +14.1% | +17.0% |
| 6M | +117.7% | +5.2% | +112.5% | +108.6% |
| YTD | +57.7% | +8.1% | +49.6% | +46.7% |
| 1Y | -12.5% | +11.7% | -24.2% | -20.5% |
| 3Y | -65.7% | +9.9% | -75.6% | -69.5% |
| 5Y | -99.5% | -8.7% | -90.8% | -99.5% |
| 10Y | -99.0% | +16.8% | -115.8% | -99.3% |
| All | -99.0% | +16.8% | -115.8% | -99.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling