-98.1%
AMC vs NTRS
+349.8%
-447.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.0% |
| 30D | -0.7% | +1.7% | -2.4% | -1.9% |
| 3M | +35.2% | +8.9% | +26.4% | +27.4% |
| 6M | +124.6% | +30.6% | +94.0% | +89.6% |
| YTD | +69.9% | +38.7% | +31.2% | +38.0% |
| 1Y | -2.6% | +48.1% | -50.7% | -24.2% |
| 3Y | -79.8% | +165.5% | -245.3% | -89.4% |
| 5Y | -99.4% | +85.6% | -185.0% | -99.6% |
| 10Y | -98.9% | +246.1% | -344.9% | -99.5% |
| All | -98.1% | +349.8% | -447.9% | -99.2% |
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