-97.7%
AMC vs DD
+164.0%
-261.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.4% |
| 7D | +2.6% | +4.6% | -2.0% | +0.4% |
| 30D | +9.0% | +11.8% | -2.8% | +3.2% |
| 3M | +22.2% | +2.2% | +20.0% | +21.0% |
| 6M | +91.5% | -1.6% | +93.1% | +92.9% |
| YTD | +101.3% | +23.0% | +78.3% | +80.5% |
| 1Y | +20.8% | +26.9% | -6.2% | +6.7% |
| 3Y | -71.3% | +77.9% | -149.2% | -79.3% |
| 5Y | -99.2% | +59.9% | -159.1% | -99.4% |
| 10Y | -98.7% | +90.1% | -188.8% | -99.3% |
| All | -97.7% | +164.0% | -261.7% | -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