-66.5%
AMC vs MOH
-39.4%
-27.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.9% |
| 7D | -6.8% | -4.2% | -2.6% | -6.8% |
| 30D | +1.7% | -2.4% | +4.0% | +1.7% |
| 3M | +26.8% | -4.4% | +31.2% | +27.0% |
| 6M | +117.7% | +32.9% | +84.8% | +117.7% |
| YTD | +57.7% | +11.9% | +45.8% | +57.3% |
| 1Y | -12.5% | +6.9% | -19.4% | -12.8% |
| All | -66.5% | -39.4% | -27.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling