-99.1%
AMC vs LTH
+174.8%
-274.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.8% | -0.3% |
| 7D | +8.4% | -4.6% | +13.1% | +11.0% |
| 30D | +9.2% | +14.8% | -5.7% | +1.6% |
| 3M | +32.0% | +3.9% | +28.1% | +28.3% |
| 6M | +149.3% | +35.5% | +113.8% | +110.8% |
| YTD | +114.1% | +71.3% | +42.8% | +58.5% |
| 1Y | +35.8% | +75.7% | -39.9% | -0.9% |
| 3Y | -58.3% | +231.9% | -290.2% | -80.9% |
| 5Y | -99.2% | +130.5% | -229.6% | -99.6% |
| All | -99.1% | +174.8% | -274.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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