-56.8%
AMC vs NTR
+46.8%
-103.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +5.5% | +4.1% | +1.4% | +5.3% |
| 30D | +16.1% | +7.0% | +9.2% | +15.7% |
| 3M | +43.0% | +9.7% | +33.3% | +41.9% |
| 6M | +130.7% | +7.4% | +123.3% | +129.0% |
| YTD | +121.8% | +19.8% | +102.0% | +114.4% |
| 1Y | +40.7% | +25.4% | +15.2% | +34.5% |
| 3Y | -56.8% | +48.6% | -105.4% | -61.2% |
| All | -56.8% | +46.8% | -103.6% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling