-99.5%
AMC vs IFF
-34.7%
-64.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -1.2% | -0.3% | -0.8% | -1.0% |
| 3M | +42.2% | +18.6% | +23.7% | +30.0% |
| 6M | +118.8% | +17.4% | +101.4% | +99.3% |
| YTD | +64.1% | +28.5% | +35.6% | +41.8% |
| 1Y | -9.5% | +32.5% | -42.1% | -23.5% |
| 3Y | -64.3% | +34.1% | -98.4% | -72.8% |
| 5Y | -99.5% | -35.2% | -64.3% | -99.3% |
| All | -99.5% | -34.7% | -64.8% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling