-71.3%
AMC vs DTE
+49.5%
-120.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +9.0% | +6.2% | +2.9% | +8.5% |
| 3M | +22.2% | -2.6% | +24.8% | +22.9% |
| 6M | +91.5% | -3.5% | +95.0% | +90.8% |
| YTD | +101.3% | +7.4% | +93.9% | +92.1% |
| 1Y | +20.8% | +4.2% | +16.6% | +16.8% |
| 3Y | -71.3% | +51.7% | -123.1% | -79.8% |
| All | -71.3% | +49.5% | -120.8% | -79.8% |
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