-98.8%
AMC vs MKTX
+12.8%
-111.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +12.5% | +0.9% | +11.5% | +12.0% |
| 3M | +23.6% | +2.6% | +21.0% | +22.3% |
| 6M | +144.4% | +20.4% | +123.9% | +121.2% |
| YTD | +108.3% | -7.1% | +115.4% | +109.3% |
| 1Y | +38.9% | -2.8% | +41.6% | +36.3% |
| 3Y | -58.9% | -21.7% | -37.1% | -58.2% |
| 5Y | -99.2% | -54.5% | -44.7% | -98.9% |
| All | -98.8% | +12.8% | -111.6% | -98.6% |
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