-98.7%
AMC vs P
+748.5%
-847.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.3% | +2.0% | +6.0% |
| 7D | +6.6% | -9.6% | +16.2% | +10.5% |
| 30D | +14.1% | -33.4% | +47.5% | +30.7% |
| 3M | +31.3% | +14.2% | +17.1% | +20.8% |
| 6M | +126.7% | +31.6% | +95.1% | +90.8% |
| YTD | +117.9% | +53.5% | +64.5% | +69.0% |
| 1Y | +41.1% | +14.2% | +26.9% | +19.7% |
| 3Y | -61.0% | +190.5% | -251.5% | -82.0% |
| 5Y | -99.1% | +256.3% | -355.5% | -99.6% |
| 10Y | -98.7% | +707.9% | -806.5% | -99.6% |
| All | -98.7% | +748.5% | -847.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling