+40.2%
AMC vs FIVE
+63.3%
-23.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.7% | +0.6% | +3.9% |
| 7D | +17.7% | +7.5% | +10.2% | +13.5% |
| 30D | +26.2% | +16.7% | +9.5% | +16.5% |
| 3M | +31.3% | +13.4% | +18.0% | +23.1% |
| 6M | +142.8% | +9.0% | +133.7% | +123.8% |
| YTD | +125.6% | +33.8% | +91.8% | +93.5% |
| 1Y | +40.2% | +61.2% | -20.9% | +12.2% |
| All | +40.2% | +63.3% | -23.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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