-31.1%
AMC vs MULL
+968.6%
-999.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.1% | -7.2% | +1.3% |
| 7D | +2.6% | -42.7% | +45.3% | +6.3% |
| 30D | +9.0% | -63.8% | +72.8% | +16.2% |
| 3M | +22.2% | -49.0% | +71.2% | +26.2% |
| 6M | +91.5% | -38.2% | +129.6% | +84.2% |
| YTD | +101.3% | +167.0% | -65.7% | +65.5% |
| 1Y | +20.8% | +247.7% | -227.0% | -4.0% |
| All | -31.1% | +968.6% | -999.7% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling