+40.2%
AMC vs MKC
-18.2%
+58.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.4% | +1.9% | +6.2% |
| 7D | +17.7% | +9.6% | +8.1% | +15.8% |
| 30D | +26.2% | +12.0% | +14.1% | +23.5% |
| 3M | +31.3% | -2.0% | +33.3% | +31.0% |
| 6M | +142.8% | +7.2% | +135.6% | +143.8% |
| YTD | +125.6% | -23.7% | +149.4% | +108.9% |
| 1Y | +40.2% | -18.3% | +58.5% | +32.9% |
| All | +40.2% | -18.2% | +58.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling