-98.1%
AMC vs DAR
+232.1%
-330.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +2.3% | +1.4% | +1.0% | +1.9% |
| 30D | -0.7% | +12.8% | -13.5% | -4.9% |
| 3M | +35.2% | +7.4% | +27.8% | +30.7% |
| 6M | +124.6% | +22.3% | +102.3% | +106.6% |
| YTD | +69.9% | +81.1% | -11.2% | +37.2% |
| 1Y | -2.6% | +106.5% | -109.1% | -25.4% |
| 3Y | -79.8% | +5.3% | -85.1% | -81.2% |
| 5Y | -99.4% | -11.5% | -87.9% | -99.4% |
| 10Y | -98.9% | +353.3% | -452.2% | -99.4% |
| All | -98.1% | +232.1% | -330.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling