-98.9%
AMC vs CBOE
+385.3%
-484.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.3% |
| 7D | -0.8% | -4.6% | +3.9% | -0.4% |
| 30D | -1.2% | +2.6% | -3.8% | -1.4% |
| 3M | +42.2% | +4.9% | +37.3% | +41.5% |
| 6M | +118.8% | -2.2% | +121.0% | +116.8% |
| YTD | +64.1% | +17.7% | +46.4% | +58.7% |
| 1Y | -9.5% | +26.1% | -35.6% | -13.3% |
| 3Y | -64.3% | +97.1% | -161.5% | -68.2% |
| 5Y | -99.5% | +149.2% | -248.6% | -99.5% |
| 10Y | -98.9% | +385.1% | -484.0% | -99.2% |
| All | -98.9% | +385.3% | -484.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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