-98.9%
AMC vs M
-2.2%
-96.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +2.7% |
| 7D | +2.3% | +4.7% | -2.4% | -0.6% |
| 30D | -0.7% | -9.6% | +8.9% | +5.9% |
| 3M | +35.2% | +0.9% | +34.4% | +34.4% |
| 6M | +124.6% | +22.3% | +102.3% | +96.5% |
| YTD | +69.9% | +6.5% | +63.3% | +60.0% |
| 1Y | -2.6% | +38.8% | -41.3% | -24.1% |
| 3Y | -79.8% | +115.9% | -195.7% | -90.4% |
| 5Y | -99.4% | +28.6% | -128.0% | -99.7% |
| All | -98.9% | -2.2% | -96.7% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling