-71.3%
AMC vs IT
-51.0%
-20.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +6.0% | +2.6% |
| 7D | +2.6% | -16.9% | +19.5% | +5.7% |
| 30D | +9.0% | +2.3% | +6.7% | +8.0% |
| 3M | +22.2% | +2.9% | +19.3% | +20.2% |
| 6M | +91.5% | +25.9% | +65.6% | +79.9% |
| YTD | +101.3% | -24.6% | +125.9% | +107.0% |
| 1Y | +20.8% | -16.0% | +36.8% | +21.0% |
| 3Y | -71.3% | -51.6% | -19.7% | -61.2% |
| All | -71.3% | -51.0% | -20.3% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling