-34.7%
AMC vs AS
+120.4%
-155.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.8% | +3.5% |
| 7D | +2.3% | -4.9% | +7.2% | +3.5% |
| 30D | -0.7% | -19.6% | +18.9% | +4.5% |
| 3M | +35.2% | -14.4% | +49.6% | +40.9% |
| 6M | +124.6% | -20.1% | +144.7% | +137.0% |
| YTD | +69.9% | -20.9% | +90.8% | +79.0% |
| 1Y | -2.6% | -21.9% | +19.3% | +2.6% |
| All | -34.7% | +120.4% | -155.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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