+40.7%
AMC vs DD
+30.9%
+9.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.6% |
| 7D | -2.8% | +3.2% | -6.1% | -4.5% |
| 30D | +14.0% | +20.3% | -6.3% | +2.4% |
| 3M | +42.5% | +8.2% | +34.3% | +35.6% |
| 6M | +142.6% | +3.4% | +139.1% | +136.9% |
| YTD | +119.2% | +30.6% | +88.6% | +70.5% |
| 1Y | +40.7% | +30.6% | +10.1% | +9.2% |
| All | +40.7% | +30.9% | +9.8% | +9.2% |
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