-98.7%
AMC vs AR
+58.9%
-157.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -2.8% | +2.1% | -4.9% | -3.2% |
| 30D | +14.0% | +4.5% | +9.5% | +12.3% |
| 3M | +42.5% | +1.0% | +41.5% | +40.8% |
| 6M | +142.6% | +4.4% | +138.1% | +135.2% |
| YTD | +119.2% | +10.9% | +108.3% | +105.9% |
| 1Y | +40.7% | +8.6% | +32.2% | +32.8% |
| 3Y | -57.3% | +48.5% | -105.8% | -64.9% |
| 5Y | -99.1% | +95.7% | -194.9% | -99.4% |
| 10Y | -98.7% | +55.5% | -154.2% | -99.3% |
| All | -98.7% | +58.9% | -157.7% | -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