-2.6%
AMC vs MULL
+3,061.6%
-3,064.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.8% | -7.5% | +3.6% |
| 7D | +2.3% | +17.3% | -15.0% | +1.4% |
| 30D | -0.7% | +23.5% | -24.2% | -2.2% |
| 3M | +35.2% | -24.0% | +59.2% | +34.3% |
| 6M | +124.6% | +276.7% | -152.2% | +92.5% |
| YTD | +69.9% | +565.1% | -495.2% | +37.4% |
| 1Y | -2.6% | +2,802.6% | -2,805.2% | -22.5% |
| All | -2.6% | +3,061.6% | -3,064.2% | -22.5% |
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