-71.3%
AMC vs LTH
+268.4%
-339.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.4% |
| 7D | +2.6% | +4.5% | -1.9% | +1.2% |
| 30D | +9.0% | +16.3% | -7.3% | +3.8% |
| 3M | +22.2% | +8.4% | +13.8% | +18.7% |
| 6M | +91.5% | +40.3% | +51.2% | +70.8% |
| YTD | +101.3% | +77.3% | +24.0% | +65.4% |
| 1Y | +20.8% | +88.0% | -67.2% | -2.6% |
| 3Y | -71.3% | +274.3% | -345.6% | -84.1% |
| All | -71.3% | +268.4% | -339.7% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling