-97.7%
AMC vs DD
+161.2%
-258.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.8% | -8.7% | -10.6% |
| 7D | 0.0% | +3.1% | -3.1% | -1.5% |
| 30D | +4.4% | +8.7% | -4.3% | +0.2% |
| 3M | +15.4% | -1.2% | +16.6% | +16.2% |
| 6M | +93.7% | -1.1% | +94.8% | +94.6% |
| YTD | +97.4% | +21.7% | +75.8% | +78.0% |
| 1Y | +23.2% | +24.0% | -0.8% | +10.1% |
| 3Y | -71.3% | +75.6% | -146.9% | -79.2% |
| 5Y | -99.3% | +58.2% | -157.4% | -99.4% |
| 10Y | -98.7% | +88.0% | -186.7% | -99.3% |
| All | -97.7% | +161.2% | -258.9% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling