+40.2%
AMC vs M
+36.6%
+3.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.6% | -0.3% | +3.4% |
| 7D | +17.7% | +8.3% | +9.5% | +13.1% |
| 30D | +26.2% | +14.2% | +12.0% | +17.7% |
| 3M | +31.3% | -1.1% | +32.4% | +31.1% |
| 6M | +142.8% | +36.6% | +106.2% | +112.2% |
| YTD | +125.6% | +19.8% | +105.9% | +99.3% |
| 1Y | +40.2% | +37.2% | +3.1% | +15.3% |
| All | +40.2% | +36.6% | +3.7% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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