-99.5%
AMC vs KEYS
+82.0%
-181.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | -6.8% | +2.9% | -9.8% | -8.2% |
| 30D | +1.7% | -1.3% | +3.0% | +1.8% |
| 3M | +26.8% | -0.1% | +26.9% | +23.7% |
| 6M | +117.7% | +17.4% | +100.3% | +89.7% |
| YTD | +57.7% | +62.9% | -5.2% | +6.4% |
| 1Y | -12.5% | +95.7% | -108.2% | -48.7% |
| 3Y | -65.7% | +150.2% | -215.9% | -85.0% |
| 5Y | -99.5% | +83.1% | -182.6% | -99.7% |
| All | -99.5% | +82.0% | -181.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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