-22.7%
AMC vs AS
+134.9%
-157.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | +2.6% | +6.9% | -4.3% | +1.0% |
| 30D | +9.0% | +16.0% | -7.0% | +5.2% |
| 3M | +22.2% | -12.8% | +35.0% | +26.2% |
| 6M | +91.5% | -15.4% | +106.8% | +99.8% |
| YTD | +101.3% | -15.7% | +117.0% | +109.0% |
| 1Y | +20.8% | +6.1% | +14.7% | +20.8% |
| All | -22.7% | +134.9% | -157.5% | -27.7% |
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