-98.7%
AMC vs AR
+44.3%
-143.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.2% |
| 7D | +2.6% | -14.3% | +16.9% | +6.9% |
| 30D | +9.0% | +1.4% | +7.6% | +8.2% |
| 3M | +22.2% | +3.4% | +18.8% | +19.6% |
| 6M | +91.5% | -2.1% | +93.5% | +88.9% |
| YTD | +101.3% | +4.7% | +96.6% | +92.0% |
| 1Y | +20.8% | +10.6% | +10.2% | +13.0% |
| 3Y | -71.3% | +24.6% | -95.9% | -75.1% |
| 5Y | -99.2% | +71.9% | -171.1% | -99.4% |
| All | -98.7% | +44.3% | -143.1% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling