-64.3%
AMC vs DTE
+48.7%
-113.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | -1.2% | -1.9% | +0.7% | -0.9% |
| 3M | +42.2% | -3.3% | +45.5% | +41.8% |
| 6M | +118.8% | -7.1% | +125.9% | +120.5% |
| YTD | +64.1% | +8.1% | +56.0% | +56.7% |
| 1Y | -9.5% | +5.3% | -14.8% | -13.0% |
| 3Y | -64.3% | +48.2% | -112.5% | -70.4% |
| All | -64.3% | +48.7% | -113.0% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling