+144.4%
AMC vs KEYS
-19.1%
+163.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.6% |
| 7D | +3.5% | +9.4% | -5.9% | +3.3% |
| 30D | +12.5% | -16.8% | +29.2% | +9.0% |
| 3M | +23.6% | -15.9% | +39.4% | +19.8% |
| 6M | +144.4% | -17.6% | +161.9% | +154.7% |
| All | +144.4% | -19.1% | +163.5% | +154.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling