-98.7%
AMC vs LII
+172.8%
-271.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -2.8% | -2.3% | -0.5% | -1.5% |
| 30D | +14.0% | -1.7% | +15.7% | +14.6% |
| 3M | +42.5% | -18.3% | +60.8% | +57.1% |
| 6M | +142.6% | -32.3% | +174.9% | +185.2% |
| YTD | +119.2% | -27.1% | +146.3% | +143.5% |
| 1Y | +40.7% | -27.2% | +67.9% | +56.5% |
| 3Y | -57.3% | -8.9% | -48.4% | -61.7% |
| 5Y | -99.1% | +19.7% | -118.8% | -99.4% |
| 10Y | -98.7% | +168.9% | -267.6% | -99.3% |
| All | -98.7% | +172.8% | -271.5% | -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