-99.4%
AMC vs IT
-40.5%
-58.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +9.0% | +6.0% |
| 7D | +2.3% | -6.0% | +8.4% | +4.4% |
| 30D | -0.7% | 0.0% | -0.8% | -1.3% |
| 3M | +35.2% | +13.1% | +22.1% | +25.0% |
| 6M | +124.6% | +11.7% | +112.9% | +108.5% |
| YTD | +69.9% | -26.1% | +96.0% | +86.9% |
| 1Y | -2.6% | -21.3% | +18.7% | +2.5% |
| 3Y | -79.8% | -46.7% | -33.0% | -76.3% |
| All | -99.4% | -40.5% | -58.9% | -99.5% |
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