-71.3%
AMC vs DD
+78.0%
-149.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.4% |
| 7D | +2.6% | +4.6% | -2.0% | +0.6% |
| 30D | +9.0% | +11.8% | -2.8% | +3.7% |
| 3M | +22.2% | +2.2% | +20.0% | +21.0% |
| 6M | +91.5% | -1.6% | +93.1% | +92.6% |
| YTD | +101.3% | +23.0% | +78.3% | +83.2% |
| 1Y | +20.8% | +26.9% | -6.2% | +8.5% |
| 3Y | -71.3% | +77.9% | -149.2% | -81.8% |
| All | -71.3% | +78.0% | -149.3% | -81.8% |
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