-98.1%
AMC vs DD
+137.1%
-235.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.2% |
| 7D | +2.3% | -3.5% | +5.8% | +4.2% |
| 30D | -0.7% | -10.3% | +9.6% | +4.7% |
| 3M | +35.2% | -7.5% | +42.7% | +40.6% |
| 6M | +124.6% | -8.0% | +132.6% | +133.1% |
| YTD | +69.9% | +10.5% | +59.4% | +60.5% |
| 1Y | -2.6% | +38.3% | -40.8% | -18.2% |
| 3Y | -79.8% | +42.5% | -122.3% | -83.8% |
| 5Y | -99.4% | +60.2% | -159.6% | -99.5% |
| 10Y | -98.9% | +68.9% | -167.7% | -99.3% |
| All | -98.1% | +137.1% | -235.2% | -99.0% |
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 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