-61.0%
AMC vs FDS
-24.3%
-36.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.6% | +8.4% |
| 7D | +6.6% | -5.0% | +11.5% | +8.3% |
| 30D | +14.1% | +13.8% | +0.3% | +9.0% |
| 3M | +31.3% | +14.8% | +16.4% | +24.4% |
| 6M | +126.7% | +47.4% | +79.3% | +95.9% |
| YTD | +117.9% | +14.2% | +103.8% | +101.8% |
| 1Y | +41.1% | +26.6% | +14.4% | +26.0% |
| 3Y | -61.0% | -24.4% | -36.5% | -57.2% |
| All | -61.0% | -24.3% | -36.6% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling