-71.3%
AMC vs RACE
+28.1%
-99.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +2.6% | +5.1% | -2.5% | +0.9% |
| 30D | +9.0% | +7.7% | +1.3% | +6.3% |
| 3M | +22.2% | +2.2% | +20.0% | +21.2% |
| 6M | +91.5% | +23.8% | +67.7% | +76.2% |
| YTD | +101.3% | +13.9% | +87.4% | +89.7% |
| 1Y | +20.8% | +3.8% | +17.0% | +16.8% |
| 3Y | -71.3% | +28.0% | -99.4% | -76.0% |
| All | -71.3% | +28.1% | -99.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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