-71.9%
AMC vs DAR
+13.0%
-84.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.1% | -9.4% | -12.1% |
| 7D | 0.0% | -8.1% | +8.1% | +1.1% |
| 30D | +4.4% | -17.1% | +21.5% | +6.9% |
| 3M | +15.4% | -12.3% | +27.6% | +16.0% |
| 6M | +93.7% | -21.8% | +115.5% | +98.8% |
| YTD | +97.4% | +40.8% | +56.6% | +72.9% |
| 1Y | +23.2% | +57.4% | -34.2% | +4.7% |
| All | -71.9% | +13.0% | -84.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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