-99.3%
AMC vs P
+247.4%
-346.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.0% |
| 7D | +2.6% | -23.8% | +26.4% | +10.2% |
| 30D | +9.0% | -36.6% | +45.7% | +22.8% |
| 3M | +22.2% | +10.9% | +11.3% | +15.5% |
| 6M | +91.5% | +30.0% | +61.5% | +67.7% |
| YTD | +101.3% | +44.4% | +56.9% | +67.5% |
| 1Y | +20.8% | +3.9% | +16.8% | +9.8% |
| 3Y | -71.3% | +176.6% | -247.9% | -86.6% |
| All | -99.3% | +247.4% | -346.7% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling