-98.2%
AMC vs LUMN
-53.5%
-44.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.7% |
| 7D | -7.2% | +2.5% | -9.7% | -7.8% |
| 30D | -2.8% | +10.3% | -13.1% | -5.8% |
| 3M | +7.9% | -18.3% | +26.2% | +12.6% |
| 6M | +119.6% | +4.4% | +115.3% | +111.1% |
| YTD | +57.7% | -10.7% | +68.4% | +53.7% |
| 1Y | -12.1% | +14.0% | -26.1% | -23.4% |
| 3Y | -66.5% | +406.6% | -473.1% | -90.7% |
| 5Y | -99.5% | -36.8% | -62.7% | -99.5% |
| 10Y | -99.0% | -56.2% | -42.8% | -98.8% |
| All | -98.2% | -53.5% | -44.7% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling