-80.6%
AMC vs COMP
+215.9%
-296.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | -0.7% | -13.3% | +12.6% | +2.8% |
| 3M | +35.2% | +41.1% | -5.9% | +22.1% |
| 6M | +124.6% | +17.2% | +107.4% | +110.5% |
| YTD | +69.9% | +5.2% | +64.7% | +61.7% |
| 1Y | -2.6% | +18.9% | -21.5% | -10.8% |
| All | -80.6% | +215.9% | -296.5% | -88.0% |
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