-98.8%
AMC vs D
+48.0%
-146.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | +12.5% | +7.7% | +4.7% | +9.8% |
| 3M | +23.6% | -0.3% | +23.9% | +23.5% |
| 6M | +144.4% | +10.1% | +134.3% | +135.5% |
| YTD | +108.3% | +19.1% | +89.3% | +94.8% |
| 1Y | +38.9% | +15.9% | +23.0% | +31.0% |
| 3Y | -58.9% | +75.0% | -133.9% | -67.1% |
| 5Y | -99.2% | +13.4% | -112.6% | -99.3% |
| All | -98.8% | +48.0% | -146.8% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling