-67.8%
AMC vs NTRS
+165.3%
-233.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.4% | -4.6% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | -1.7% | +0.2% | -1.8% | -1.8% |
| 3M | +13.5% | +13.2% | +0.3% | +7.1% |
| 6M | +112.6% | +36.9% | +75.7% | +85.3% |
| YTD | +51.3% | +39.1% | +12.2% | +31.1% |
| 1Y | -14.5% | +50.4% | -64.9% | -28.2% |
| All | -67.8% | +165.3% | -233.2% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling