-97.7%
AMC vs LII
+378.2%
-475.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.8% | -9.7% | -11.1% |
| 7D | 0.0% | +0.2% | -0.2% | +0.1% |
| 30D | +4.4% | -4.6% | +9.0% | +6.5% |
| 3M | +15.4% | -21.7% | +37.0% | +29.8% |
| 6M | +93.7% | -32.8% | +126.5% | +128.4% |
| YTD | +97.4% | -27.5% | +124.9% | +119.9% |
| 1Y | +23.2% | -28.0% | +51.2% | +37.8% |
| 3Y | -71.3% | -7.2% | -64.0% | -74.3% |
| 5Y | -99.3% | +22.6% | -121.9% | -99.5% |
| 10Y | -98.7% | +171.5% | -270.3% | -99.4% |
| All | -97.7% | +378.2% | -475.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling