+38.2%
AMC vs DD
+31.6%
+6.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.4% | +4.6% |
| 7D | +6.6% | +9.8% | -3.2% | +0.9% |
| 30D | +14.1% | +19.3% | -5.2% | +2.9% |
| 3M | +31.3% | +9.4% | +21.9% | +24.2% |
| 6M | +126.7% | +4.8% | +121.9% | +119.5% |
| YTD | +117.9% | +30.2% | +87.7% | +69.8% |
| All | +38.2% | +31.6% | +6.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling