-98.7%
AMC vs D
+42.6%
-141.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +2.6% | +3.0% | -0.4% | +1.7% |
| 30D | +9.0% | +11.5% | -2.5% | +5.3% |
| 3M | +22.2% | +3.7% | +18.4% | +20.6% |
| 6M | +91.5% | +13.5% | +77.9% | +82.7% |
| YTD | +101.3% | +20.7% | +80.6% | +87.5% |
| 1Y | +20.8% | +18.2% | +2.5% | +13.2% |
| 3Y | -71.3% | +73.3% | -144.6% | -76.9% |
| 5Y | -99.2% | +12.3% | -111.5% | -99.3% |
| All | -98.7% | +42.6% | -141.3% | -98.8% |
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