-9.5%
AMC vs MKC
-24.0%
+14.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -0.8% | -4.3% | +3.6% | -0.4% |
| 30D | -1.2% | -2.0% | +0.8% | -0.9% |
| 3M | +42.2% | +10.0% | +32.2% | +43.0% |
| 6M | +118.8% | -18.5% | +137.3% | +112.1% |
| YTD | +64.1% | -22.4% | +86.5% | +56.3% |
| 1Y | -9.5% | -23.6% | +14.1% | -11.8% |
| All | -9.5% | -24.0% | +14.5% | -11.8% |
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