-99.2%
AMC vs LTH
+137.1%
-236.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.8% |
| 7D | +3.5% | -1.3% | +4.8% | +4.1% |
| 30D | +12.5% | +15.7% | -3.2% | +4.1% |
| 3M | +23.6% | +5.0% | +18.6% | +19.4% |
| 6M | +144.4% | +37.7% | +106.7% | +104.0% |
| YTD | +108.3% | +75.0% | +33.3% | +51.2% |
| 1Y | +38.9% | +82.6% | -43.8% | -1.6% |
| 3Y | -58.9% | +241.3% | -300.2% | -82.0% |
| All | -99.2% | +137.1% | -236.3% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling