-99.2%
AMC vs IT
-42.2%
-57.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +3.5% | +1.1% | +2.4% | +3.1% |
| 30D | +12.5% | -1.8% | +14.3% | +12.1% |
| 3M | +23.6% | +4.8% | +18.7% | +19.0% |
| 6M | +144.4% | +33.0% | +111.3% | +108.5% |
| YTD | +108.3% | -23.8% | +132.2% | +123.2% |
| 1Y | +38.9% | -16.5% | +55.4% | +41.5% |
| 3Y | -58.9% | -53.6% | -5.2% | -45.6% |
| All | -99.2% | -42.2% | -57.0% | -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 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