-14.5%
AMC vs DTE
+2.7%
-17.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.7% |
| 7D | -7.1% | -2.0% | -5.1% | -8.1% |
| 30D | -1.7% | -2.4% | +0.7% | -2.9% |
| 3M | +13.5% | -7.3% | +20.8% | +8.7% |
| 6M | +112.6% | -7.6% | +120.3% | +105.1% |
| YTD | +51.3% | +5.8% | +45.5% | +49.1% |
| 1Y | -14.5% | +2.3% | -16.8% | -13.3% |
| All | -14.5% | +2.7% | -17.2% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling