-98.1%
AMC vs D
+75.4%
-173.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.5% |
| 7D | +2.3% | +1.5% | +0.9% | +1.8% |
| 30D | -0.7% | -2.6% | +1.8% | 0.0% |
| 3M | +35.2% | 0.0% | +35.2% | +34.9% |
| 6M | +124.6% | +7.4% | +117.2% | +118.4% |
| YTD | +69.9% | +15.9% | +54.0% | +60.9% |
| 1Y | -2.6% | +18.1% | -20.7% | -8.4% |
| 3Y | -79.8% | +58.4% | -138.2% | -83.0% |
| 5Y | -99.4% | +5.2% | -104.6% | -99.4% |
| 10Y | -98.9% | +35.9% | -134.7% | -99.0% |
| All | -98.1% | +75.4% | -173.4% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling