-98.7%
AMC vs BR
+271.1%
-369.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +5.5% | +5.0% | +0.5% | +4.0% |
| 30D | +16.1% | +16.6% | -0.5% | +11.2% |
| 3M | +43.0% | +12.0% | +31.0% | +38.2% |
| 6M | +130.7% | +30.7% | +99.9% | +113.2% |
| YTD | +121.8% | -11.9% | +133.7% | +126.4% |
| 1Y | +40.7% | -11.6% | +52.2% | +43.4% |
| 3Y | -56.8% | +15.0% | -71.8% | -58.9% |
| 5Y | -99.1% | +18.1% | -117.2% | -99.2% |
| 10Y | -98.7% | +278.6% | -377.3% | -99.2% |
| All | -98.7% | +271.1% | -369.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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