+20.8%
AMC vs IRE
-98.3%
+119.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +39.6% | -37.6% | -1.7% |
| 7D | +2.6% | -27.2% | +29.8% | +3.8% |
| 30D | +9.0% | -75.1% | +84.2% | +20.1% |
| 3M | +22.2% | -77.9% | +100.0% | +34.1% |
| 6M | +91.5% | -94.6% | +186.0% | +123.4% |
| YTD | +101.3% | -91.5% | +192.8% | +114.6% |
| 1Y | +20.8% | -97.8% | +118.6% | +40.8% |
| All | +20.8% | -98.3% | +119.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling