-97.7%
AMC vs FN
+1,379.6%
-1,477.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -14.2% | +1.7% | -9.9% |
| 7D | 0.0% | -16.0% | +16.0% | +3.0% |
| 30D | +4.4% | -40.1% | +44.5% | +13.9% |
| 3M | +15.4% | -43.9% | +59.3% | +26.2% |
| 6M | +93.7% | -55.6% | +149.3% | +116.7% |
| YTD | +97.4% | -35.7% | +133.1% | +98.7% |
| 1Y | +23.2% | -39.8% | +63.0% | +25.2% |
| 3Y | -71.3% | +80.3% | -151.5% | -79.2% |
| 5Y | -99.3% | +143.3% | -242.6% | -99.5% |
| 10Y | -98.7% | +682.3% | -781.0% | -99.4% |
| All | -97.7% | +1,379.6% | -1,477.4% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling