-97.7%
AMC vs COO
+107.2%
-204.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.4% | -11.1% | -11.9% |
| 7D | 0.0% | +5.3% | -5.3% | -2.0% |
| 30D | +4.4% | +12.5% | -8.1% | -0.7% |
| 3M | +15.4% | -15.1% | +30.5% | +22.8% |
| 6M | +93.7% | +3.7% | +90.0% | +86.1% |
| YTD | +97.4% | -22.5% | +119.9% | +117.0% |
| 1Y | +23.2% | -7.8% | +31.0% | +24.6% |
| 3Y | -71.3% | -24.1% | -47.2% | -69.6% |
| 5Y | -99.3% | -40.1% | -59.2% | -99.1% |
| 10Y | -98.7% | +44.7% | -143.4% | -99.0% |
| All | -97.7% | +107.2% | -204.9% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling