-71.9%
AMC vs D
+82.3%
-154.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.5% |
| 7D | 0.0% | +6.9% | -6.9% | -1.2% |
| 30D | +4.4% | +12.3% | -7.9% | +2.2% |
| 3M | +15.4% | +3.0% | +12.3% | +14.8% |
| 6M | +93.7% | +12.8% | +80.9% | +87.4% |
| YTD | +97.4% | +22.6% | +74.9% | +86.1% |
| 1Y | +23.2% | +21.7% | +1.5% | +16.4% |
| All | -71.9% | +82.3% | -154.1% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling