-98.1%
AMC vs NYT
+435.1%
-533.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.9% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -1.2% | +7.0% | -8.1% | -4.4% |
| 3M | +42.2% | -7.9% | +50.1% | +46.6% |
| 6M | +118.8% | -15.0% | +133.8% | +133.9% |
| YTD | +64.1% | -1.3% | +65.4% | +61.5% |
| 1Y | -9.5% | +16.9% | -26.4% | -18.7% |
| 3Y | -64.3% | +58.9% | -123.3% | -73.5% |
| 5Y | -99.5% | +40.9% | -140.3% | -99.6% |
| 10Y | -98.9% | +471.8% | -570.7% | -99.5% |
| All | -98.1% | +435.1% | -533.2% | -99.1% |
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