-98.4%
AMC vs P
+449.6%
-548.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -16.4% | +3.9% | -7.0% |
| 7D | 0.0% | -31.9% | +31.9% | +12.9% |
| 30D | +4.4% | -36.5% | +40.9% | +20.2% |
| 3M | +15.4% | +11.6% | +3.8% | +7.5% |
| 6M | +93.7% | +25.2% | +68.5% | +67.8% |
| YTD | +97.4% | +39.4% | +58.0% | +61.5% |
| 1Y | +23.2% | -3.7% | +26.9% | +12.6% |
| 3Y | -71.3% | +167.3% | -238.5% | -85.1% |
| 5Y | -99.3% | +237.3% | -336.6% | -99.7% |
| 10Y | -98.7% | +698.6% | -797.4% | -99.6% |
| All | -98.4% | +449.6% | -548.1% | -99.5% |
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