-98.7%
AMC vs DD
+100.9%
-199.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.2% |
| 7D | +5.5% | +2.2% | +3.3% | +4.5% |
| 30D | +16.1% | +20.7% | -4.6% | +5.2% |
| 3M | +43.0% | +11.3% | +31.7% | +35.2% |
| 6M | +130.7% | +6.0% | +124.7% | +123.5% |
| YTD | +121.8% | +31.7% | +90.1% | +90.2% |
| 1Y | +40.7% | +32.2% | +8.4% | +20.5% |
| 3Y | -56.8% | +92.7% | -149.5% | -71.1% |
| 5Y | -99.1% | +72.1% | -171.2% | -99.4% |
| 10Y | -98.7% | +99.7% | -198.3% | -99.3% |
| All | -98.7% | +100.9% | -199.6% | -99.3% |
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