+40.7%
AMC vs FDS
+27.2%
+13.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.0% |
| 7D | -2.8% | -2.1% | -0.7% | -2.2% |
| 30D | +14.0% | +16.0% | -2.0% | +8.3% |
| 3M | +42.5% | +18.8% | +23.7% | +33.6% |
| 6M | +142.6% | +54.1% | +88.4% | +107.0% |
| YTD | +119.2% | +17.0% | +102.2% | +93.7% |
| 1Y | +40.7% | +25.5% | +15.2% | +25.8% |
| All | +40.7% | +27.2% | +13.5% | +25.8% |
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