-98.7%
AMC vs COO
+40.7%
-139.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +7.2% |
| 7D | +6.6% | +4.3% | +2.3% | +4.8% |
| 30D | +14.1% | +17.6% | -3.5% | +6.3% |
| 3M | +31.3% | -13.9% | +45.1% | +39.1% |
| 6M | +126.7% | +6.6% | +120.1% | +114.7% |
| YTD | +117.9% | -22.0% | +139.9% | +139.6% |
| 1Y | +41.1% | -8.8% | +49.9% | +43.6% |
| 3Y | -61.0% | -21.5% | -39.5% | -59.5% |
| 5Y | -99.1% | -41.0% | -58.1% | -99.0% |
| 10Y | -98.7% | +40.9% | -139.6% | -98.9% |
| All | -98.7% | +40.7% | -139.4% | -98.9% |
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