-71.9%
AMC vs AR
+20.9%
-92.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.8% | -9.7% | -12.1% |
| 7D | 0.0% | -11.7% | +11.7% | +1.5% |
| 30D | +4.4% | +1.8% | +2.6% | +3.8% |
| 3M | +15.4% | +6.0% | +9.4% | +13.3% |
| 6M | +93.7% | -7.0% | +100.7% | +94.5% |
| YTD | +97.4% | +5.6% | +91.9% | +89.5% |
| 1Y | +23.2% | +10.8% | +12.4% | +16.5% |
| All | -71.9% | +20.9% | -92.8% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling