-96.7%
AMC vs COMP
-56.6%
-40.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -8.2% | -4.3% | -9.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.9% |
| 30D | +4.4% | -0.8% | +5.2% | +4.6% |
| 3M | +15.4% | -28.1% | +43.5% | +28.7% |
| 6M | +93.7% | +27.0% | +66.7% | +73.1% |
| YTD | +97.4% | -12.8% | +110.2% | +97.1% |
| 1Y | +23.2% | +4.9% | +18.3% | +14.8% |
| 3Y | -71.3% | +321.0% | -392.3% | -86.9% |
| 5Y | -99.3% | -25.6% | -73.7% | -99.5% |
| All | -96.7% | -56.6% | -40.1% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling