-97.6%
AMC vs NYT
+475.3%
-572.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.6% |
| 7D | +3.5% | +6.5% | -3.0% | +0.5% |
| 30D | +12.5% | +8.4% | +4.0% | +8.2% |
| 3M | +23.6% | +13.9% | +9.6% | +15.6% |
| 6M | +144.4% | -4.8% | +149.2% | +146.7% |
| YTD | +108.3% | +6.2% | +102.2% | +97.3% |
| 1Y | +38.9% | +14.3% | +24.6% | +26.5% |
| 3Y | -58.9% | +73.6% | -132.4% | -70.8% |
| 5Y | -99.2% | +60.6% | -159.8% | -99.4% |
| 10Y | -98.8% | +550.8% | -649.6% | -99.5% |
| All | -97.6% | +475.3% | -572.9% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling