-67.9%
AMC vs COMP
+346.2%
-414.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.7% | -0.4% | +5.4% |
| 7D | +17.7% | +9.5% | +8.2% | +15.1% |
| 30D | +26.2% | +8.1% | +18.1% | +23.4% |
| 3M | +31.3% | -16.3% | +47.7% | +36.6% |
| 6M | +142.8% | +42.2% | +100.5% | +117.8% |
| YTD | +125.6% | -5.0% | +130.7% | +119.4% |
| 1Y | +40.2% | +20.1% | +20.1% | +28.9% |
| All | -67.9% | +346.2% | -414.1% | -84.8% |
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