-97.5%
AMC vs MDY
+236.0%
-333.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +4.3% |
| 7D | +6.6% | +0.7% | +5.9% | +6.4% |
| 30D | +14.1% | +1.3% | +12.8% | +13.3% |
| 3M | +31.3% | -4.1% | +35.4% | +39.5% |
| 6M | +126.7% | +1.0% | +125.7% | +125.4% |
| YTD | +117.9% | +13.3% | +104.6% | +89.2% |
| 1Y | +41.1% | +15.7% | +25.3% | +19.6% |
| 3Y | -61.0% | +59.6% | -120.5% | -78.3% |
| 5Y | -99.1% | +36.3% | -135.5% | -99.4% |
| 10Y | -98.7% | +173.6% | -272.3% | -99.5% |
| All | -97.5% | +236.0% | -333.5% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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