-98.7%
AMC vs FIVE
+563.4%
-662.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.6% | -0.3% | +2.9% | +2.9% |
| 30D | +9.0% | +17.7% | -8.6% | +2.9% |
| 3M | +22.2% | +4.0% | +18.2% | +20.6% |
| 6M | +91.5% | +2.6% | +88.9% | +89.3% |
| YTD | +101.3% | +27.6% | +73.7% | +83.6% |
| 1Y | +20.8% | +59.9% | -39.2% | +1.5% |
| 3Y | -71.3% | +35.8% | -107.1% | -76.3% |
| 5Y | -99.2% | +14.4% | -113.7% | -99.3% |
| All | -98.7% | +563.4% | -662.2% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling