-99.2%
AMC vs NTRS
+64.9%
-164.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | +3.5% | +3.2% | +0.3% | +1.6% |
| 30D | +12.5% | +9.6% | +2.9% | +7.0% |
| 3M | +23.6% | -6.0% | +29.6% | +28.2% |
| 6M | +144.4% | +10.4% | +134.0% | +128.3% |
| YTD | +108.3% | +32.5% | +75.9% | +72.1% |
| 1Y | +38.9% | +41.2% | -2.3% | +10.1% |
| 3Y | -58.9% | +173.4% | -232.3% | -80.3% |
| All | -99.2% | +64.9% | -164.1% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling