-97.7%
AMC vs PL
+84.9%
-182.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | +2.3% | -9.3% | +11.6% | +4.5% |
| 30D | -0.7% | -18.9% | +18.2% | +3.8% |
| 3M | +35.2% | -58.4% | +93.6% | +60.5% |
| 6M | +124.6% | -30.3% | +154.9% | +125.6% |
| YTD | +69.9% | -8.1% | +78.0% | +55.7% |
| 1Y | -2.6% | +180.5% | -183.1% | -39.3% |
| 3Y | -79.8% | +444.1% | -523.9% | -91.8% |
| 5Y | -99.4% | +83.0% | -182.4% | -99.6% |
| All | -97.7% | +84.9% | -182.6% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling