-71.3%
AMC vs LEN
-18.1%
-53.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.1% | +2.9% |
| 7D | +2.6% | +2.1% | +0.5% | +1.9% |
| 30D | +9.0% | +16.6% | -7.5% | +3.7% |
| 3M | +22.2% | +5.3% | +16.9% | +19.6% |
| 6M | +91.5% | -0.8% | +92.2% | +90.2% |
| YTD | +101.3% | -11.7% | +113.0% | +105.1% |
| 1Y | +20.8% | -24.6% | +45.4% | +26.4% |
| 3Y | -71.3% | -18.7% | -52.6% | -76.1% |
| All | -71.3% | -18.1% | -53.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling