+40.2%
AMC vs COMP
+23.8%
+16.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.7% | -0.4% | +4.9% |
| 7D | +17.7% | +9.5% | +8.2% | +14.5% |
| 30D | +26.2% | +8.1% | +18.1% | +22.8% |
| 3M | +31.3% | -16.3% | +47.7% | +38.0% |
| 6M | +142.8% | +42.2% | +100.5% | +110.0% |
| YTD | +125.6% | -5.0% | +130.7% | +106.3% |
| 1Y | +40.2% | +20.1% | +20.1% | +21.6% |
| All | +40.2% | +23.8% | +16.4% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling