-2.6%
AMC vs FDS
-17.4%
+14.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.4% |
| 7D | +2.3% | -1.9% | +4.2% | +2.8% |
| 30D | -0.7% | +9.0% | -9.8% | -3.5% |
| 3M | +35.2% | +18.9% | +16.4% | +25.6% |
| 6M | +124.6% | +35.1% | +89.4% | +103.7% |
| YTD | +69.9% | +5.5% | +64.4% | +54.4% |
| 1Y | -2.6% | -16.8% | +14.2% | -9.6% |
| All | -2.6% | -17.4% | +14.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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