-97.7%
AMC vs AU
+856.9%
-954.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +2.1% |
| 7D | +2.6% | +16.5% | -13.9% | +3.2% |
| 30D | +9.0% | +3.3% | +5.8% | +9.1% |
| 3M | +22.2% | +6.8% | +15.3% | +22.6% |
| 6M | +91.5% | -3.9% | +95.4% | +91.5% |
| YTD | +101.3% | +12.9% | +88.4% | +103.7% |
| 1Y | +20.8% | +43.5% | -22.7% | +24.1% |
| 3Y | -71.3% | +445.5% | -516.9% | -67.7% |
| 5Y | -99.2% | +469.0% | -568.2% | -99.1% |
| 10Y | -98.7% | +698.3% | -797.0% | -98.5% |
| All | -97.7% | +856.9% | -954.6% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling