-98.8%
AMC vs DTE
+152.1%
-250.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.5% | +3.4% | +0.1% | +1.8% |
| 30D | +12.5% | +8.9% | +3.6% | +7.9% |
| 3M | +23.6% | +1.1% | +22.5% | +22.8% |
| 6M | +144.4% | +0.1% | +144.3% | +141.3% |
| YTD | +108.3% | +11.1% | +97.3% | +93.0% |
| 1Y | +38.9% | +4.9% | +33.9% | +32.8% |
| 3Y | -58.9% | +58.6% | -117.4% | -69.6% |
| 5Y | -99.2% | +47.3% | -146.5% | -99.4% |
| All | -98.8% | +152.1% | -250.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling