-99.1%
AMC vs M
-2.8%
-96.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +4.5% |
| 7D | +6.6% | +2.5% | +4.0% | +5.6% |
| 30D | +14.1% | +10.1% | +4.0% | +9.3% |
| 3M | +31.3% | -0.9% | +32.2% | +31.9% |
| 6M | +126.7% | +30.2% | +96.5% | +101.9% |
| YTD | +117.9% | +16.3% | +101.7% | +102.0% |
| 1Y | +41.1% | +27.0% | +14.1% | +25.2% |
| 3Y | -61.0% | +154.5% | -215.4% | -78.9% |
| 5Y | -99.1% | -1.1% | -98.1% | -99.3% |
| All | -99.1% | -2.8% | -96.4% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling