-98.9%
AMC vs DD
+69.4%
-168.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | -1.2% | -7.4% | +6.3% | +2.9% |
| 3M | +42.2% | -6.4% | +48.7% | +47.2% |
| 6M | +118.8% | -2.5% | +121.3% | +120.9% |
| YTD | +64.1% | +10.2% | +53.9% | +54.4% |
| 1Y | -9.5% | +36.9% | -46.5% | -24.8% |
| 3Y | -64.3% | +47.0% | -111.4% | -72.4% |
| 5Y | -99.5% | +63.1% | -162.6% | -99.6% |
| 10Y | -98.9% | +68.2% | -167.1% | -99.4% |
| All | -98.9% | +69.4% | -168.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling