-97.5%
AMC vs BR
+529.2%
-626.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.0% |
| 7D | +6.6% | +4.4% | +2.2% | +5.1% |
| 30D | +14.1% | +16.3% | -2.2% | +8.7% |
| 3M | +31.3% | +16.2% | +15.0% | +24.8% |
| 6M | +126.7% | +30.3% | +96.3% | +107.6% |
| YTD | +117.9% | -12.2% | +130.2% | +123.9% |
| 1Y | +41.1% | -11.3% | +52.3% | +44.4% |
| 3Y | -61.0% | +15.2% | -76.2% | -63.2% |
| 5Y | -99.1% | +18.0% | -117.2% | -99.2% |
| 10Y | -98.7% | +268.7% | -367.4% | -99.3% |
| All | -97.5% | +529.2% | -626.7% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling