-99.0%
AMC vs BR
+185.2%
-284.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -6.8% | -5.0% | -1.8% | -5.5% |
| 30D | +1.7% | -2.5% | +4.1% | +2.3% |
| 3M | +26.8% | +13.5% | +13.3% | +21.8% |
| 6M | +117.7% | -9.4% | +127.1% | +122.2% |
| YTD | +57.7% | -23.3% | +81.0% | +67.5% |
| 1Y | -12.5% | -31.6% | +19.1% | -4.3% |
| 3Y | -65.7% | -5.1% | -60.7% | -65.6% |
| 5Y | -99.5% | +8.2% | -107.7% | -99.5% |
| 10Y | -99.0% | +189.8% | -288.8% | -99.3% |
| All | -99.0% | +185.2% | -284.2% | -99.3% |
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