+25.9%
AMC vs Q
+77.9%
-52.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.9% | +1.4% | +6.8% |
| 7D | +6.6% | +8.4% | -1.8% | +5.1% |
| 30D | +14.1% | -1.2% | +15.3% | +14.0% |
| 3M | +31.3% | -9.3% | +40.6% | +32.8% |
| 6M | +126.7% | -15.0% | +141.7% | +130.7% |
| YTD | +117.9% | +53.5% | +64.5% | +83.7% |
| 1Y | +41.1% | +35.9% | +5.2% | +20.0% |
| All | +25.9% | +77.9% | -52.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling