+20.8%
AMC vs AR
+8.4%
+12.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +1.7% |
| 7D | +2.6% | -14.3% | +16.9% | -1.3% |
| 30D | +9.0% | +1.4% | +7.6% | +9.3% |
| 3M | +22.2% | +3.4% | +18.8% | +23.3% |
| 6M | +91.5% | -2.1% | +93.5% | +93.3% |
| YTD | +101.3% | +4.7% | +96.6% | +94.9% |
| 1Y | +20.8% | +10.6% | +10.2% | +15.5% |
| All | +20.8% | +8.4% | +12.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling