-97.7%
AMC vs BR
+522.8%
-620.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +2.5% |
| 7D | +2.6% | +6.5% | -3.9% | +0.6% |
| 30D | +9.0% | +18.9% | -9.9% | +3.1% |
| 3M | +22.2% | +16.3% | +5.9% | +16.1% |
| 6M | +91.5% | +26.2% | +65.3% | +77.1% |
| YTD | +101.3% | -13.1% | +114.4% | +107.4% |
| 1Y | +20.8% | -10.5% | +31.2% | +23.2% |
| 3Y | -71.3% | +13.3% | -84.7% | -72.8% |
| 5Y | -99.2% | +19.9% | -119.2% | -99.3% |
| 10Y | -98.7% | +254.2% | -353.0% | -99.3% |
| All | -97.7% | +522.8% | -620.5% | -99.1% |
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