-98.7%
AMC vs D
+42.1%
-140.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.4% |
| 7D | +6.6% | +0.8% | +5.8% | +6.3% |
| 30D | +14.1% | +10.7% | +3.4% | +10.4% |
| 3M | +31.3% | +2.3% | +29.0% | +30.1% |
| 6M | +126.7% | +12.5% | +114.2% | +116.8% |
| YTD | +117.9% | +20.1% | +97.9% | +103.2% |
| 1Y | +41.1% | +15.6% | +25.5% | +33.3% |
| 3Y | -61.0% | +75.2% | -136.1% | -68.8% |
| 5Y | -99.1% | +14.6% | -113.7% | -99.2% |
| 10Y | -98.7% | +43.8% | -142.4% | -98.8% |
| All | -98.7% | +42.1% | -140.8% | -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