-98.2%
AMC vs P
+557.5%
-655.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.0% | +12.3% | +9.0% |
| 7D | +17.7% | -19.4% | +37.1% | +25.6% |
| 30D | +26.2% | -22.3% | +48.5% | +35.7% |
| 3M | +31.3% | +33.2% | -1.8% | +15.3% |
| 6M | +142.8% | +53.6% | +89.1% | +96.2% |
| YTD | +125.6% | +66.8% | +58.8% | +73.8% |
| 1Y | +40.2% | +17.5% | +22.7% | +19.8% |
| 3Y | -67.2% | +219.7% | -286.9% | -84.0% |
| 5Y | -99.1% | +307.8% | -406.9% | -99.6% |
| 10Y | -98.5% | +855.3% | -953.8% | -99.5% |
| All | -98.2% | +557.5% | -655.7% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling