+38.2%
AMC vs MULL
+260.4%
-222.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.3% | -4.0% | +7.4% |
| 7D | +6.6% | -27.1% | +33.7% | +8.3% |
| 30D | +14.1% | -54.2% | +68.3% | +18.8% |
| 3M | +31.3% | -42.0% | +73.2% | +33.8% |
| 6M | +126.7% | -43.5% | +170.1% | +119.7% |
| YTD | +117.9% | +199.9% | -82.0% | +72.8% |
| All | +38.2% | +260.4% | -222.2% | +7.9% |
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