-97.5%
AMC vs MKC
+80.7%
-178.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -2.8% | -7.0% | +4.2% | -2.1% |
| 30D | +14.0% | +4.1% | +9.9% | +13.5% |
| 3M | +42.5% | -10.3% | +52.8% | +43.9% |
| 6M | +142.6% | +1.7% | +140.9% | +142.2% |
| YTD | +119.2% | -29.1% | +148.3% | +124.6% |
| 1Y | +40.7% | -26.0% | +66.7% | +43.7% |
| 3Y | -57.3% | -21.5% | -35.9% | -57.0% |
| 5Y | -99.1% | -35.0% | -64.1% | -99.1% |
| 10Y | -98.7% | +25.6% | -124.3% | -98.9% |
| All | -97.5% | +80.7% | -178.2% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling