-99.0%
AMC vs DTE
+136.5%
-235.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.5% |
| 7D | -6.8% | 0.0% | -6.8% | -6.9% |
| 30D | +1.7% | -0.5% | +2.2% | +1.8% |
| 3M | +26.8% | -6.0% | +32.8% | +29.6% |
| 6M | +117.7% | -7.2% | +124.9% | +123.0% |
| YTD | +57.7% | +7.2% | +50.5% | +48.8% |
| 1Y | -12.5% | +4.1% | -16.5% | -16.3% |
| 3Y | -65.7% | +46.9% | -112.6% | -73.6% |
| 5Y | -99.5% | +32.9% | -132.4% | -99.6% |
| 10Y | -99.0% | +144.5% | -243.4% | -99.4% |
| All | -99.0% | +136.5% | -235.4% | -99.4% |
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