-97.5%
AMC vs DTE
+285.8%
-383.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -2.8% | +1.6% | -4.4% | -3.4% |
| 30D | +14.0% | +9.1% | +4.9% | +9.8% |
| 3M | +42.5% | +2.4% | +40.1% | +40.9% |
| 6M | +142.6% | -0.2% | +142.8% | +140.2% |
| YTD | +119.2% | +11.0% | +108.2% | +104.9% |
| 1Y | +40.7% | +3.4% | +37.4% | +36.3% |
| 3Y | -57.3% | +57.1% | -114.4% | -67.1% |
| 5Y | -99.1% | +46.6% | -145.7% | -99.3% |
| 10Y | -98.7% | +151.3% | -250.0% | -99.2% |
| All | -97.5% | +285.8% | -383.3% | -98.6% |
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