-99.5%
AMC vs NYT
+39.3%
-138.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -2.8% |
| 7D | -6.8% | -1.6% | -5.2% | -6.0% |
| 30D | +1.7% | +2.8% | -1.1% | +0.1% |
| 3M | +26.8% | -9.2% | +36.0% | +32.2% |
| 6M | +117.7% | -17.1% | +134.8% | +138.3% |
| YTD | +57.7% | -3.2% | +60.9% | +55.7% |
| 1Y | -12.5% | +15.7% | -28.2% | -23.5% |
| 3Y | -65.7% | +55.7% | -121.5% | -77.3% |
| All | -99.5% | +39.3% | -138.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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