-98.1%
AMC vs BLDR
+850.7%
-948.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.6% |
| 7D | +2.3% | -2.8% | +5.2% | +3.1% |
| 30D | -0.7% | -13.3% | +12.5% | +3.1% |
| 3M | +35.2% | -12.3% | +47.5% | +38.7% |
| 6M | +124.6% | -31.5% | +156.0% | +146.8% |
| YTD | +69.9% | -36.1% | +105.9% | +90.0% |
| 1Y | -2.6% | -54.1% | +51.5% | +18.3% |
| 3Y | -79.8% | -55.8% | -24.0% | -76.4% |
| 5Y | -99.4% | +20.7% | -120.1% | -99.5% |
| 10Y | -98.9% | +390.2% | -489.1% | -99.4% |
| All | -98.1% | +850.7% | -948.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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