-98.7%
AMC vs FIVE
+535.9%
-634.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.4% |
| 30D | +14.0% | +17.4% | -3.4% | +7.7% |
| 3M | +42.5% | +7.0% | +35.5% | +39.2% |
| 6M | +142.6% | +20.5% | +122.1% | +126.3% |
| YTD | +119.2% | +33.1% | +86.1% | +97.1% |
| 1Y | +40.7% | +67.1% | -26.3% | +16.6% |
| 3Y | -57.3% | +41.9% | -99.2% | -65.3% |
| 5Y | -99.1% | +21.1% | -120.2% | -99.3% |
| 10Y | -98.7% | +518.8% | -617.5% | -99.2% |
| All | -98.7% | +535.9% | -634.6% | -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