-2.6%
AMC vs NTR
+43.1%
-45.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.2% |
| 7D | +2.3% | +8.1% | -5.8% | +3.2% |
| 30D | -0.7% | +18.8% | -19.5% | +1.3% |
| 3M | +35.2% | +16.2% | +19.0% | +37.9% |
| 6M | +124.6% | +9.8% | +114.8% | +128.5% |
| YTD | +69.9% | +30.9% | +39.0% | +71.3% |
| 1Y | -2.6% | +41.8% | -44.3% | -4.7% |
| All | -2.6% | +43.1% | -45.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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