+40.2%
AMC vs MULL
+444.9%
-404.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -13.8% | +21.1% | +8.1% |
| 7D | +17.7% | -35.9% | +53.6% | +20.5% |
| 30D | +26.2% | -47.3% | +73.5% | +30.2% |
| 3M | +31.3% | -30.6% | +61.9% | +32.5% |
| 6M | +142.8% | +13.7% | +129.1% | +121.4% |
| YTD | +125.6% | +272.1% | -146.5% | +76.5% |
| 1Y | +40.2% | +475.1% | -434.8% | +3.9% |
| All | +40.2% | +444.9% | -404.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling