-99.5%
AMC vs MKTX
-61.3%
-38.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -1.2% | +1.0% | -2.1% | -1.5% |
| 3M | +42.2% | +41.3% | +1.0% | +23.0% |
| 6M | +118.8% | -11.3% | +130.1% | +126.7% |
| YTD | +64.1% | -8.6% | +72.7% | +66.8% |
| 1Y | -9.5% | -11.1% | +1.5% | -7.3% |
| 3Y | -64.3% | -24.5% | -39.8% | -63.8% |
| All | -99.5% | -61.3% | -38.2% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling