-98.7%
AMC vs IT
+96.9%
-195.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.1% |
| 7D | +6.6% | -18.8% | +25.4% | +14.0% |
| 30D | +14.1% | -0.1% | +14.2% | +13.2% |
| 3M | +31.3% | +2.9% | +28.4% | +27.3% |
| 6M | +126.7% | +20.4% | +106.3% | +103.1% |
| YTD | +117.9% | -24.3% | +142.2% | +129.2% |
| 1Y | +41.1% | -17.2% | +58.2% | +42.5% |
| 3Y | -61.0% | -52.4% | -8.6% | -52.1% |
| 5Y | -99.1% | -43.7% | -55.4% | -99.1% |
| 10Y | -98.7% | +90.3% | -189.0% | -99.2% |
| All | -98.7% | +96.9% | -195.6% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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