-98.7%
AMC vs CBOE
+521.7%
-620.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.6% |
| 7D | +5.5% | +6.0% | -0.5% | +5.2% |
| 30D | +16.1% | +19.9% | -3.8% | +15.0% |
| 3M | +43.0% | +28.4% | +14.6% | +41.0% |
| 6M | +130.7% | +5.2% | +125.5% | +130.2% |
| YTD | +121.8% | +46.4% | +75.4% | +112.4% |
| 1Y | +40.7% | +41.8% | -1.2% | +35.3% |
| 3Y | -56.8% | +114.4% | -171.2% | -60.9% |
| 5Y | -99.1% | +202.9% | -302.0% | -99.2% |
| 10Y | -98.7% | +511.3% | -610.0% | -98.8% |
| All | -98.7% | +521.7% | -620.4% | -98.8% |
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