-98.7%
AMC vs M
-3.0%
-95.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.4% |
| 7D | +5.5% | +5.0% | +0.5% | +2.5% |
| 30D | +16.1% | +10.6% | +5.5% | +8.9% |
| 3M | +43.0% | +1.6% | +41.4% | +41.4% |
| 6M | +130.7% | +30.8% | +99.8% | +93.7% |
| YTD | +121.8% | +16.9% | +104.9% | +96.7% |
| 1Y | +40.7% | +26.3% | +14.4% | +17.9% |
| 3Y | -56.8% | +158.6% | -215.4% | -82.1% |
| 5Y | -99.1% | +2.1% | -101.2% | -99.3% |
| 10Y | -98.7% | -4.3% | -94.3% | -99.5% |
| All | -98.7% | -3.0% | -95.6% | -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