-97.7%
AMC vs LEN
+187.7%
-285.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.1% | +3.3% |
| 7D | +2.6% | +2.1% | +0.5% | +1.6% |
| 30D | +9.0% | +16.6% | -7.5% | +1.8% |
| 3M | +22.2% | +5.3% | +16.9% | +18.7% |
| 6M | +91.5% | -0.8% | +92.2% | +90.3% |
| YTD | +101.3% | -11.7% | +113.0% | +109.3% |
| 1Y | +20.8% | -24.6% | +45.4% | +33.8% |
| 3Y | -71.3% | -18.7% | -52.6% | -71.1% |
| 5Y | -99.2% | -4.4% | -94.8% | -99.3% |
| 10Y | -98.7% | +152.2% | -250.9% | -99.3% |
| All | -97.7% | +187.7% | -285.4% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling