-99.3%
AMC vs IT
-43.2%
-56.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +6.0% | +3.3% |
| 7D | +2.6% | -16.9% | +19.5% | +8.9% |
| 30D | +9.0% | +2.3% | +6.7% | +7.0% |
| 3M | +22.2% | +2.9% | +19.3% | +18.2% |
| 6M | +91.5% | +25.9% | +65.6% | +66.9% |
| YTD | +101.3% | -24.6% | +125.9% | +116.4% |
| 1Y | +20.8% | -16.0% | +36.8% | +22.4% |
| 3Y | -71.3% | -51.6% | -19.7% | -63.7% |
| All | -99.3% | -43.2% | -56.2% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling