-97.7%
AMC vs FDS
+256.4%
-354.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.0% | -12.3% |
| 7D | 0.0% | +6.4% | -6.4% | -2.9% |
| 30D | +4.4% | +25.2% | -20.8% | -6.6% |
| 3M | +15.4% | +22.9% | -7.6% | +3.1% |
| 6M | +93.7% | +56.5% | +37.2% | +51.7% |
| YTD | +97.4% | +19.0% | +78.5% | +75.0% |
| 1Y | +23.2% | +32.7% | -9.5% | +2.2% |
| 3Y | -71.3% | -20.4% | -50.9% | -69.4% |
| 5Y | -99.3% | -19.6% | -79.7% | -99.2% |
| 10Y | -98.7% | +148.5% | -247.2% | -99.3% |
| All | -97.7% | +256.4% | -354.1% | -98.8% |
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 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