-56.8%
AMC vs D
+74.2%
-131.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +5.5% | +2.4% | +3.1% | +5.1% |
| 30D | +16.1% | +10.9% | +5.2% | +14.1% |
| 3M | +43.0% | +2.8% | +40.1% | +42.4% |
| 6M | +130.7% | +12.7% | +118.0% | +123.6% |
| YTD | +121.8% | +20.3% | +101.5% | +110.8% |
| 1Y | +40.7% | +17.1% | +23.5% | +34.7% |
| 3Y | -56.8% | +75.1% | -132.0% | -66.2% |
| All | -56.8% | +74.2% | -131.0% | -66.2% |
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