+93.7%
AMC vs DD
+5.6%
+88.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.8% | -8.7% | -10.1% |
| 7D | 0.0% | +3.1% | -3.1% | -1.5% |
| 30D | +4.4% | +8.7% | -4.3% | -0.6% |
| 3M | +15.4% | -1.2% | +16.6% | +15.3% |
| 6M | +93.7% | -1.1% | +94.8% | +94.0% |
| All | +93.7% | +5.6% | +88.1% | +94.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling