-99.3%
AMC vs LTH
+160.9%
-260.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +2.3% | -0.6% | +3.0% | +2.6% |
| 30D | -0.7% | -4.6% | +3.8% | +1.5% |
| 3M | +35.2% | +32.8% | +2.4% | +17.0% |
| 6M | +124.6% | +64.6% | +60.0% | +72.0% |
| YTD | +69.9% | +62.6% | +7.2% | +30.0% |
| 1Y | -2.6% | +49.9% | -52.5% | -22.8% |
| 3Y | -79.8% | +151.3% | -231.1% | -89.2% |
| All | -99.3% | +160.9% | -260.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling