+20.8%
AMC vs FN
-33.3%
+54.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.7% | -9.7% | +1.4% |
| 7D | +2.6% | 0.0% | +2.7% | +2.6% |
| 30D | +9.0% | -34.3% | +43.3% | +9.6% |
| 3M | +22.2% | -39.9% | +62.0% | +23.1% |
| 6M | +91.5% | -51.8% | +143.3% | +96.5% |
| YTD | +101.3% | -28.1% | +129.4% | +85.3% |
| 1Y | +20.8% | -29.1% | +49.8% | +9.1% |
| All | +20.8% | -33.3% | +54.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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