-97.2%
AMC vs COMP
-47.7%
-49.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +2.3% | +1.4% | +0.9% | +1.7% |
| 30D | -0.7% | -13.3% | +12.6% | +4.1% |
| 3M | +35.2% | +41.1% | -5.9% | +17.8% |
| 6M | +124.6% | +17.2% | +107.4% | +106.2% |
| YTD | +69.9% | +5.2% | +64.7% | +59.5% |
| 1Y | -2.6% | +18.9% | -21.5% | -13.9% |
| 3Y | -79.8% | +215.9% | -295.7% | -89.5% |
| 5Y | -99.4% | -31.2% | -68.2% | -99.6% |
| All | -97.2% | -47.7% | -49.5% | -98.2% |
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