-97.3%
AMC vs PL
+16.0%
-113.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -10.1% | -2.4% | -10.3% |
| 7D | 0.0% | -20.5% | +20.5% | +5.1% |
| 30D | +4.4% | -38.8% | +43.2% | +16.1% |
| 3M | +15.4% | -49.1% | +64.5% | +33.2% |
| 6M | +93.7% | -69.4% | +163.1% | +142.3% |
| YTD | +97.4% | -42.3% | +139.8% | +99.7% |
| 1Y | +23.2% | -14.2% | +37.4% | +8.8% |
| 3Y | -71.3% | +398.7% | -470.0% | -89.2% |
| 5Y | -99.3% | +11.1% | -110.4% | -99.5% |
| All | -97.3% | +16.0% | -113.3% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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