-97.7%
AMC vs FIVE
+452.7%
-550.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.3% | -8.2% | -11.1% |
| 7D | 0.0% | -1.7% | +1.7% | +0.8% |
| 30D | +4.4% | +14.9% | -10.5% | -0.2% |
| 3M | +15.4% | +7.6% | +7.7% | +12.7% |
| 6M | +93.7% | +6.4% | +87.3% | +89.6% |
| YTD | +97.4% | +28.1% | +69.4% | +81.6% |
| 1Y | +23.2% | +54.7% | -31.5% | +6.4% |
| 3Y | -71.3% | +36.1% | -107.3% | -75.9% |
| 5Y | -99.3% | +14.9% | -114.1% | -99.4% |
| 10Y | -98.7% | +578.8% | -677.6% | -99.3% |
| All | -97.7% | +452.7% | -550.4% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling