-99.3%
AMC vs FN
+148.3%
-247.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -14.2% | +1.7% | -10.6% |
| 7D | 0.0% | -16.0% | +16.0% | +2.2% |
| 30D | +4.4% | -40.1% | +44.5% | +11.1% |
| 3M | +15.4% | -43.9% | +59.3% | +23.1% |
| 6M | +93.7% | -55.6% | +149.3% | +110.8% |
| YTD | +97.4% | -35.7% | +133.1% | +96.0% |
| 1Y | +23.2% | -39.8% | +63.0% | +23.3% |
| 3Y | -71.3% | +80.3% | -151.5% | -79.3% |
| 5Y | -99.3% | +143.3% | -242.6% | -99.6% |
| All | -99.3% | +148.3% | -247.5% | -99.6% |
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