-99.4%
AMC vs D
+4.5%
-104.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.7% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | -0.7% | -3.6% | +2.8% | +0.2% |
| 3M | +35.2% | -1.0% | +36.2% | +35.2% |
| 6M | +124.6% | +6.3% | +118.3% | +118.9% |
| YTD | +69.9% | +14.7% | +55.2% | +61.4% |
| 1Y | -2.6% | +16.9% | -19.5% | -8.2% |
| 3Y | -79.8% | +56.8% | -136.6% | -83.3% |
| All | -99.4% | +4.5% | -104.0% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling