-98.7%
AMC vs M
-4.2%
-94.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +4.9% |
| 7D | +2.6% | -4.3% | +6.9% | +5.7% |
| 30D | +9.0% | +1.3% | +7.8% | +8.1% |
| 3M | +22.2% | -7.4% | +29.5% | +28.1% |
| 6M | +91.5% | +18.3% | +73.1% | +71.5% |
| YTD | +101.3% | +7.6% | +93.7% | +88.1% |
| 1Y | +20.8% | +17.4% | +3.4% | +6.0% |
| 3Y | -71.3% | +108.4% | -179.7% | -86.2% |
| 5Y | -99.2% | -10.6% | -88.6% | -99.4% |
| All | -98.7% | -4.2% | -94.6% | -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