-97.7%
AMC vs FDS
+243.2%
-340.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +3.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +9.0% | +20.2% | -11.2% | -0.6% |
| 3M | +22.2% | +19.9% | +2.3% | +10.4% |
| 6M | +91.5% | +56.2% | +35.3% | +50.0% |
| YTD | +101.3% | +14.6% | +86.7% | +81.5% |
| 1Y | +20.8% | +31.6% | -10.8% | +0.4% |
| 3Y | -71.3% | -23.8% | -47.5% | -68.8% |
| 5Y | -99.2% | -22.6% | -76.7% | -99.2% |
| 10Y | -98.7% | +139.3% | -238.0% | -99.2% |
| All | -97.7% | +243.2% | -340.9% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling