-58.9%
AMC vs COO
-24.0%
-34.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +12.5% | +14.2% | -1.7% | +9.5% |
| 3M | +23.6% | -18.2% | +41.8% | +28.1% |
| 6M | +144.4% | +5.3% | +139.0% | +137.9% |
| YTD | +108.3% | -23.6% | +131.9% | +121.0% |
| 1Y | +38.9% | -12.7% | +51.6% | +42.4% |
| 3Y | -58.9% | -24.2% | -34.7% | -55.1% |
| All | -58.9% | -24.0% | -34.8% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling