-97.5%
AMC vs MOH
+545.3%
-642.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +8.4% | -3.1% | +11.6% | +8.9% |
| 30D | +9.2% | +0.2% | +9.0% | +9.2% |
| 3M | +32.0% | +1.8% | +30.2% | +31.5% |
| 6M | +149.3% | +9.5% | +139.7% | +145.3% |
| YTD | +114.1% | +20.9% | +93.2% | +104.6% |
| 1Y | +35.8% | +48.8% | -13.0% | +25.5% |
| 3Y | -58.3% | -41.4% | -16.9% | -56.8% |
| 5Y | -99.2% | -33.0% | -66.2% | -99.2% |
| 10Y | -98.8% | +341.5% | -440.3% | -99.1% |
| All | -97.5% | +545.3% | -642.8% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling