-96.6%
AMC vs COMP
-52.0%
-44.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.7% | -8.8% | -1.8% |
| 7D | +2.6% | +13.4% | -10.8% | -1.7% |
| 30D | +9.0% | +11.1% | -2.1% | +4.8% |
| 3M | +22.2% | -18.8% | +41.0% | +30.3% |
| 6M | +91.5% | +10.5% | +81.0% | +81.3% |
| YTD | +101.3% | -3.4% | +104.7% | +93.5% |
| 1Y | +20.8% | +19.7% | +1.1% | +7.3% |
| 3Y | -71.3% | +381.6% | -452.9% | -87.6% |
| 5Y | -99.2% | -17.6% | -81.7% | -99.5% |
| All | -96.6% | -52.0% | -44.7% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling