+40.2%
AMC vs LUMN
-59.3%
+99.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.9% | +13.2% | +8.0% |
| 7D | +17.7% | -6.9% | +24.6% | +18.6% |
| 30D | +26.2% | -20.5% | +46.6% | +29.1% |
| 3M | +31.3% | -33.4% | +64.7% | +36.7% |
| 6M | +142.8% | -52.1% | +194.8% | +164.3% |
| YTD | +125.6% | -42.5% | +168.1% | +131.3% |
| 1Y | +40.2% | -57.6% | +97.8% | +47.6% |
| All | +40.2% | -59.3% | +99.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling