-98.9%
AMC vs AR
+52.0%
-150.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.5% |
| 30D | -0.7% | +14.8% | -15.5% | -4.9% |
| 3M | +35.2% | +6.2% | +29.0% | +31.6% |
| 6M | +124.6% | +4.3% | +120.3% | +117.5% |
| YTD | +69.9% | +14.4% | +55.5% | +59.4% |
| 1Y | -2.6% | +21.3% | -23.9% | -10.9% |
| 3Y | -79.8% | +39.8% | -119.6% | -82.9% |
| 5Y | -99.4% | +142.1% | -241.5% | -99.6% |
| All | -98.9% | +52.0% | -150.9% | -99.4% |
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