-58.9%
AMC vs DD
+88.8%
-147.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +3.5% | +5.0% | -1.5% | +1.3% |
| 30D | +12.5% | +19.7% | -7.2% | +3.9% |
| 3M | +23.6% | +7.2% | +16.4% | +19.8% |
| 6M | +144.4% | +1.0% | +143.3% | +142.9% |
| YTD | +108.3% | +29.1% | +79.2% | +85.9% |
| 1Y | +38.9% | +28.5% | +10.4% | +24.1% |
| 3Y | -58.9% | +89.4% | -148.3% | -74.8% |
| All | -58.9% | +88.8% | -147.6% | -74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling