-99.0%
AMC vs MKTX
+7.4%
-106.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -6.8% | +0.3% | -7.1% | -6.9% |
| 30D | +1.7% | +1.0% | +0.7% | +1.3% |
| 3M | +26.8% | +40.8% | -14.0% | +7.5% |
| 6M | +117.7% | -10.9% | +128.6% | +124.5% |
| YTD | +57.7% | -8.6% | +66.3% | +59.5% |
| 1Y | -12.5% | -11.6% | -0.9% | -10.5% |
| 3Y | -65.7% | -24.5% | -41.2% | -64.7% |
| 5Y | -99.5% | -60.7% | -38.8% | -99.3% |
| 10Y | -99.0% | +5.1% | -104.1% | -98.8% |
| All | -99.0% | +7.4% | -106.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling