-80.6%
AMC vs FN
+158.4%
-238.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +4.1% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | -0.7% | -22.0% | +21.2% | +1.2% |
| 3M | +35.2% | -43.0% | +78.2% | +42.2% |
| 6M | +124.6% | -27.7% | +152.3% | +125.1% |
| YTD | +69.9% | -10.5% | +80.4% | +63.4% |
| 1Y | -2.6% | +12.5% | -15.1% | -10.1% |
| All | -80.6% | +158.4% | -238.9% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling