-98.7%
AMC vs FND
+69.4%
-168.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +2.6% | +7.7% | -5.1% | +0.4% |
| 30D | +9.0% | +11.9% | -2.8% | +5.2% |
| 3M | +22.2% | -14.6% | +36.7% | +27.8% |
| 6M | +91.5% | +0.5% | +91.0% | +88.3% |
| YTD | +101.3% | -15.8% | +117.1% | +108.5% |
| 1Y | +20.8% | -12.9% | +33.7% | +23.6% |
| 3Y | -71.3% | -34.2% | -37.2% | -69.1% |
| 5Y | -99.2% | -61.6% | -37.7% | -99.1% |
| All | -98.7% | +69.4% | -168.1% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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