-99.0%
AMC vs IFF
-19.8%
-79.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -7.1% | -2.8% | -4.3% | -5.8% |
| 30D | -1.7% | -1.1% | -0.5% | -1.1% |
| 3M | +13.5% | +13.8% | -0.4% | +5.9% |
| 6M | +112.6% | +16.7% | +95.9% | +94.4% |
| YTD | +51.3% | +26.1% | +25.2% | +32.3% |
| 1Y | -14.5% | +33.5% | -48.0% | -27.8% |
| 3Y | -67.1% | +31.6% | -98.7% | -73.7% |
| 5Y | -99.5% | -34.9% | -64.7% | -99.4% |
| All | -99.0% | -19.8% | -79.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling