-98.1%
AMC vs DTE
+272.4%
-370.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.7% |
| 7D | +2.3% | +0.2% | +2.2% | +2.2% |
| 30D | -0.7% | -2.6% | +1.8% | +0.4% |
| 3M | +35.2% | -3.9% | +39.1% | +36.4% |
| 6M | +124.6% | -7.9% | +132.5% | +130.4% |
| YTD | +69.9% | +7.2% | +62.7% | +61.2% |
| 1Y | -2.6% | +3.1% | -5.7% | -6.0% |
| 3Y | -79.8% | +47.6% | -127.4% | -84.0% |
| 5Y | -99.4% | +32.7% | -132.1% | -99.5% |
| 10Y | -98.9% | +138.8% | -237.6% | -99.3% |
| All | -98.1% | +272.4% | -370.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling