-98.7%
AMC vs LII
+170.7%
-269.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.1% |
| 7D | +6.6% | -1.2% | +7.8% | +7.5% |
| 30D | +14.1% | -2.0% | +16.0% | +14.9% |
| 3M | +31.3% | -20.2% | +51.5% | +46.6% |
| 6M | +126.7% | -32.5% | +159.2% | +167.0% |
| YTD | +117.9% | -27.4% | +145.3% | +142.6% |
| 1Y | +41.1% | -28.2% | +69.2% | +58.1% |
| 3Y | -61.0% | -7.2% | -53.7% | -65.5% |
| 5Y | -99.1% | +19.9% | -119.1% | -99.4% |
| 10Y | -98.7% | +168.6% | -267.3% | -99.3% |
| All | -98.7% | +170.7% | -269.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling