-98.1%
AMC vs MKTX
+188.4%
-286.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | -0.7% | +1.1% | -1.8% | -1.2% |
| 3M | +35.2% | +36.1% | -0.9% | +17.2% |
| 6M | +124.6% | -12.9% | +137.4% | +133.1% |
| YTD | +69.9% | -8.5% | +78.4% | +71.5% |
| 1Y | -2.6% | -7.5% | +5.0% | -2.6% |
| 3Y | -79.8% | -28.3% | -51.4% | -78.3% |
| 5Y | -99.4% | -63.3% | -36.1% | -99.2% |
| 10Y | -98.9% | +4.5% | -103.4% | -98.9% |
| All | -98.1% | +188.4% | -286.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling