-99.0%
AMC vs NTRS
+259.9%
-358.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +3.6% |
| 7D | -7.2% | +1.4% | -8.5% | -7.9% |
| 30D | -2.8% | -0.7% | -2.1% | -2.6% |
| 3M | +7.9% | +11.3% | -3.4% | +0.1% |
| 6M | +119.6% | +35.5% | +84.1% | +80.3% |
| YTD | +57.7% | +40.6% | +17.1% | +26.2% |
| 1Y | -12.1% | +49.2% | -61.4% | -32.5% |
| 3Y | -66.5% | +167.2% | -233.7% | -82.9% |
| 5Y | -99.5% | +94.9% | -194.4% | -99.7% |
| All | -99.0% | +259.9% | -358.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling