-98.0%
AMC vs KEYS
+967.0%
-1,065.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.5% |
| 7D | +3.5% | +9.4% | -5.9% | -1.7% |
| 30D | +12.5% | -16.8% | +29.2% | +23.9% |
| 3M | +23.6% | -15.9% | +39.4% | +33.9% |
| 6M | +144.4% | -17.6% | +161.9% | +160.6% |
| YTD | +108.3% | +46.5% | +61.8% | +46.7% |
| 1Y | +38.9% | +66.9% | -28.0% | -10.8% |
| 3Y | -58.9% | +141.4% | -200.2% | -81.0% |
| 5Y | -99.2% | +59.5% | -158.7% | -99.5% |
| 10Y | -98.8% | +761.1% | -859.9% | -99.6% |
| All | -98.0% | +967.0% | -1,065.0% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling