-26.8%
AMC vs MULL
+1,303.2%
-1,329.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | +8.4% | +43.3% | -34.8% | +5.3% |
| 30D | +9.2% | -37.4% | +46.6% | +11.7% |
| 3M | +32.0% | -36.8% | +68.9% | +33.8% |
| 6M | +149.3% | -36.9% | +186.1% | +140.8% |
| YTD | +114.1% | +250.7% | -136.5% | +72.1% |
| 1Y | +35.8% | +337.6% | -301.8% | +6.0% |
| All | -26.8% | +1,303.2% | -1,329.9% | -53.6% |
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