-97.7%
AMC vs D
+85.5%
-183.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.5% |
| 7D | 0.0% | +6.9% | -6.9% | -1.9% |
| 30D | +4.4% | +12.3% | -7.9% | +0.8% |
| 3M | +15.4% | +3.0% | +12.3% | +14.2% |
| 6M | +93.7% | +12.8% | +80.9% | +85.6% |
| YTD | +97.4% | +22.6% | +74.9% | +83.7% |
| 1Y | +23.2% | +21.7% | +1.5% | +14.8% |
| 3Y | -71.3% | +83.9% | -155.2% | -77.0% |
| 5Y | -99.3% | +14.0% | -113.2% | -99.3% |
| 10Y | -98.7% | +45.6% | -144.3% | -98.9% |
| All | -97.7% | +85.5% | -183.2% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling