-98.1%
AMC vs CBOE
+576.3%
-674.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +2.3% | -3.6% | +5.9% | +2.6% |
| 30D | -0.7% | +5.1% | -5.8% | -1.3% |
| 3M | +35.2% | +4.6% | +30.6% | +34.4% |
| 6M | +124.6% | -0.3% | +124.8% | +122.0% |
| YTD | +69.9% | +19.8% | +50.1% | +63.5% |
| 1Y | -2.6% | +28.4% | -30.9% | -7.2% |
| 3Y | -79.8% | +104.1% | -183.9% | -82.3% |
| 5Y | -99.4% | +150.9% | -250.3% | -99.5% |
| 10Y | -98.9% | +393.5% | -492.4% | -99.2% |
| All | -98.1% | +576.3% | -674.4% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling