-98.7%
AMC vs FDS
+127.5%
-226.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +5.5% | -2.0% | +7.5% | +6.5% |
| 30D | +16.1% | +13.5% | +2.6% | +8.8% |
| 3M | +43.0% | +15.2% | +27.8% | +31.7% |
| 6M | +130.7% | +47.0% | +83.6% | +86.2% |
| YTD | +121.8% | +13.9% | +107.9% | +100.5% |
| 1Y | +40.7% | +25.2% | +15.5% | +20.1% |
| 3Y | -56.8% | -25.3% | -31.5% | -52.2% |
| 5Y | -99.1% | -23.3% | -75.8% | -99.0% |
| 10Y | -98.7% | +126.0% | -224.7% | -99.2% |
| All | -98.7% | +127.5% | -226.1% | -99.2% |
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