-97.5%
AMC vs AMCR
+71.4%
-168.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +5.5% | -3.8% | +9.3% | +7.9% |
| 30D | +16.1% | +8.3% | +7.8% | +11.8% |
| 3M | +43.0% | -2.7% | +45.7% | +45.2% |
| 6M | +130.7% | +16.7% | +114.0% | +111.6% |
| YTD | +121.8% | +13.2% | +108.6% | +104.2% |
| 1Y | +40.7% | +13.7% | +26.9% | +29.0% |
| 3Y | -56.8% | +17.4% | -74.2% | -61.9% |
| 5Y | -99.1% | -5.9% | -93.2% | -99.1% |
| 10Y | -98.7% | +22.4% | -121.1% | -99.0% |
| All | -97.5% | +71.4% | -168.9% | -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