-98.8%
AMC vs FDS
+127.7%
-226.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +3.5% | +1.5% | +2.0% | +2.7% |
| 30D | +12.5% | +14.8% | -2.4% | +4.7% |
| 3M | +23.6% | +16.3% | +7.3% | +13.3% |
| 6M | +144.4% | +66.2% | +78.1% | +85.9% |
| YTD | +108.3% | +16.2% | +92.1% | +86.4% |
| 1Y | +38.9% | +21.8% | +17.0% | +20.6% |
| 3Y | -58.9% | -23.9% | -35.0% | -54.9% |
| 5Y | -99.2% | -23.1% | -76.1% | -99.1% |
| All | -98.8% | +127.7% | -226.4% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling