-71.3%
AMC vs BROS
+25.7%
-97.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +2.4% |
| 7D | +2.6% | -21.2% | +23.8% | +7.7% |
| 30D | +9.0% | -11.6% | +20.6% | +11.9% |
| 3M | +22.2% | -36.7% | +58.9% | +33.3% |
| 6M | +91.5% | -42.8% | +134.3% | +112.2% |
| YTD | +101.3% | -44.8% | +146.1% | +122.4% |
| 1Y | +20.8% | -36.5% | +57.3% | +31.6% |
| 3Y | -71.3% | +27.0% | -98.3% | -71.5% |
| All | -71.3% | +25.7% | -97.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling