-98.7%
AMC vs PR
+65.1%
-163.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.5% |
| 7D | +5.5% | -9.5% | +15.0% | +8.4% |
| 30D | +16.1% | -5.7% | +21.8% | +17.6% |
| 3M | +43.0% | +3.0% | +40.0% | +40.4% |
| 6M | +130.7% | +11.8% | +118.9% | +118.7% |
| YTD | +121.8% | +58.5% | +63.3% | +87.4% |
| 1Y | +40.7% | +69.9% | -29.2% | +16.2% |
| 3Y | -56.8% | +84.9% | -141.7% | -66.5% |
| 5Y | -99.1% | +246.4% | -345.5% | -99.5% |
| 10Y | -98.7% | +70.3% | -169.0% | -99.5% |
| All | -98.7% | +65.1% | -163.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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