-12.5%
AMC vs IT
-30.5%
+18.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.6% |
| 7D | -6.8% | -9.1% | +2.3% | -5.4% |
| 30D | +1.7% | -12.2% | +13.8% | +3.7% |
| 3M | +26.8% | +7.8% | +19.0% | +23.8% |
| 6M | +117.7% | +2.0% | +115.7% | +115.3% |
| YTD | +57.7% | -32.7% | +90.4% | +62.3% |
| 1Y | -12.5% | -31.1% | +18.6% | -9.9% |
| All | -12.5% | -30.5% | +18.1% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling