-99.4%
AMC vs DD
+61.3%
-160.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.1% |
| 7D | +2.3% | -3.5% | +5.8% | +4.7% |
| 30D | -0.7% | -10.3% | +9.6% | +6.5% |
| 3M | +35.2% | -7.5% | +42.7% | +42.2% |
| 6M | +124.6% | -8.0% | +132.6% | +135.3% |
| YTD | +69.9% | +10.5% | +59.4% | +56.4% |
| 1Y | -2.6% | +38.3% | -40.8% | -23.8% |
| 3Y | -79.8% | +42.5% | -122.3% | -85.4% |
| All | -99.4% | +61.3% | -160.7% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling