-98.8%
AMC vs COO
+40.1%
-138.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.8% |
| 7D | +8.4% | -2.1% | +10.5% | +9.5% |
| 30D | +9.2% | +13.9% | -4.8% | +3.2% |
| 3M | +32.0% | -18.9% | +51.0% | +43.9% |
| 6M | +149.3% | +3.7% | +145.5% | +138.9% |
| YTD | +114.1% | -24.1% | +138.2% | +138.4% |
| 1Y | +35.8% | -14.2% | +50.0% | +42.1% |
| 3Y | -58.3% | -24.5% | -33.8% | -55.9% |
| 5Y | -99.2% | -40.4% | -58.7% | -99.0% |
| All | -98.8% | +40.1% | -138.8% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling