-97.7%
AMC vs M
-21.9%
-75.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.9% | -6.6% | -8.9% |
| 7D | 0.0% | -2.1% | +2.1% | +1.7% |
| 30D | +4.4% | +7.7% | -3.3% | -0.1% |
| 3M | +15.4% | -4.4% | +19.7% | +18.6% |
| 6M | +93.7% | +27.5% | +66.2% | +67.4% |
| YTD | +97.4% | +12.8% | +84.7% | +80.6% |
| 1Y | +23.2% | +20.7% | +2.5% | +7.4% |
| 3Y | -71.3% | +111.3% | -182.6% | -85.5% |
| 5Y | -99.3% | -6.3% | -92.9% | -99.4% |
| 10Y | -98.7% | +1.5% | -100.2% | -99.4% |
| All | -97.7% | -21.9% | -75.8% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling