-97.6%
AMC vs NTRS
+329.6%
-427.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | +3.5% | +3.2% | +0.3% | +1.7% |
| 30D | +12.5% | +9.6% | +2.9% | +7.1% |
| 3M | +23.6% | -6.0% | +29.6% | +28.2% |
| 6M | +144.4% | +10.4% | +134.0% | +129.3% |
| YTD | +108.3% | +32.5% | +75.9% | +74.2% |
| 1Y | +38.9% | +41.2% | -2.3% | +11.7% |
| 3Y | -58.9% | +173.4% | -232.3% | -78.7% |
| 5Y | -99.2% | +65.0% | -164.2% | -99.4% |
| 10Y | -98.8% | +192.3% | -291.1% | -99.4% |
| All | -97.6% | +329.6% | -427.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling