-97.0%
AMC vs PL
+45.6%
-142.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +5.5% | +5.6% | -0.1% | +4.1% |
| 30D | +16.1% | -16.9% | +33.0% | +20.5% |
| 3M | +43.0% | -38.2% | +81.2% | +57.9% |
| 6M | +130.7% | -63.4% | +194.1% | +177.7% |
| YTD | +121.8% | -27.6% | +149.4% | +113.0% |
| 1Y | +40.7% | +6.6% | +34.1% | +18.5% |
| 3Y | -56.8% | +557.6% | -614.4% | -85.0% |
| 5Y | -99.1% | +39.5% | -138.6% | -99.4% |
| All | -97.0% | +45.6% | -142.6% | -97.8% |
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