-97.5%
AMC vs MKTX
+193.0%
-290.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +8.4% | +0.2% | +8.2% | +8.3% |
| 30D | +9.2% | +0.9% | +8.2% | +8.8% |
| 3M | +32.0% | +2.5% | +29.5% | +30.7% |
| 6M | +149.3% | +18.6% | +130.7% | +127.9% |
| YTD | +114.1% | -7.1% | +121.2% | +114.8% |
| 1Y | +35.8% | -0.3% | +36.1% | +31.7% |
| 3Y | -58.3% | -22.3% | -36.0% | -57.4% |
| 5Y | -99.2% | -54.5% | -44.6% | -98.9% |
| 10Y | -98.8% | +12.9% | -111.7% | -98.8% |
| All | -97.5% | +193.0% | -290.5% | -98.3% |
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 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