-97.7%
AMC vs BUD
+10.3%
-108.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.8% | -14.3% | -13.5% |
| 7D | 0.0% | +7.1% | -7.1% | -3.8% |
| 30D | +4.4% | +12.7% | -8.3% | -2.6% |
| 3M | +15.4% | 0.0% | +15.3% | +14.9% |
| 6M | +93.7% | +7.6% | +86.1% | +84.7% |
| YTD | +97.4% | +35.0% | +62.4% | +66.2% |
| 1Y | +23.2% | +37.6% | -14.4% | +2.4% |
| 3Y | -71.3% | +51.5% | -122.8% | -77.9% |
| 5Y | -99.3% | +50.2% | -149.5% | -99.4% |
| 10Y | -98.7% | -7.2% | -91.5% | -99.0% |
| All | -97.7% | +10.3% | -108.1% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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