-97.5%
AMC vs CBOE
+699.7%
-797.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | +6.6% | +1.0% | +5.6% | +6.5% |
| 30D | +14.1% | +16.0% | -1.9% | +12.6% |
| 3M | +31.3% | +23.4% | +7.8% | +28.7% |
| 6M | +126.7% | +1.7% | +125.0% | +125.8% |
| YTD | +117.9% | +41.6% | +76.4% | +106.7% |
| 1Y | +41.1% | +38.5% | +2.6% | +34.2% |
| 3Y | -61.0% | +105.7% | -166.7% | -65.4% |
| 5Y | -99.1% | +185.4% | -284.6% | -99.3% |
| 10Y | -98.7% | +504.1% | -602.8% | -99.1% |
| All | -97.5% | +699.7% | -797.2% | -98.4% |
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