-97.5%
AMC vs AMCR
+68.4%
-165.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | -2.8% | -8.5% | +5.6% | +1.9% |
| 30D | +14.0% | +6.8% | +7.2% | +10.6% |
| 3M | +42.5% | -5.0% | +47.5% | +46.5% |
| 6M | +142.6% | +13.9% | +128.7% | +125.4% |
| YTD | +119.2% | +11.2% | +108.0% | +103.7% |
| 1Y | +40.7% | +11.3% | +29.4% | +30.5% |
| 3Y | -57.3% | +15.4% | -72.7% | -62.0% |
| 5Y | -99.1% | -7.7% | -91.4% | -99.1% |
| 10Y | -98.7% | +20.2% | -119.0% | -99.0% |
| All | -97.5% | +68.4% | -165.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling