-99.4%
AMC vs FN
+289.0%
-388.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.9% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | -0.7% | -22.0% | +21.2% | +2.4% |
| 3M | +35.2% | -43.0% | +78.2% | +45.4% |
| 6M | +124.6% | -27.7% | +152.3% | +126.2% |
| YTD | +69.9% | -10.5% | +80.4% | +62.1% |
| 1Y | -2.6% | +12.5% | -15.1% | -12.2% |
| 3Y | -79.8% | +153.8% | -233.6% | -86.4% |
| All | -99.4% | +289.0% | -388.5% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling