-25.4%
AMC vs MULL
+1,100.2%
-1,125.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.3% | -4.0% | +7.3% |
| 7D | +6.6% | -27.1% | +33.7% | +8.6% |
| 30D | +14.1% | -54.2% | +68.3% | +19.6% |
| 3M | +31.3% | -42.0% | +73.2% | +34.3% |
| 6M | +126.7% | -43.5% | +170.1% | +121.0% |
| YTD | +117.9% | +199.9% | -82.0% | +77.6% |
| 1Y | +41.1% | +292.8% | -251.8% | +11.1% |
| All | -25.4% | +1,100.2% | -1,125.6% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling