-71.9%
AMC vs COMP
+309.8%
-381.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -8.2% | -4.3% | -10.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.7% |
| 30D | +4.4% | -0.8% | +5.2% | +4.6% |
| 3M | +15.4% | -28.1% | +43.5% | +25.1% |
| 6M | +93.7% | +27.0% | +66.7% | +79.2% |
| YTD | +97.4% | -12.8% | +110.2% | +96.7% |
| 1Y | +23.2% | +4.9% | +18.3% | +17.4% |
| All | -71.9% | +309.8% | -381.6% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling