-80.6%
AMC vs RACE
+36.9%
-117.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.1% |
| 7D | +2.3% | -2.5% | +4.8% | +3.3% |
| 30D | -0.7% | +0.8% | -1.5% | -1.2% |
| 3M | +35.2% | +17.2% | +18.0% | +25.9% |
| 6M | +124.6% | +13.6% | +111.0% | +111.6% |
| YTD | +69.9% | +12.2% | +57.7% | +60.2% |
| 1Y | -2.6% | -16.3% | +13.7% | +0.7% |
| All | -80.6% | +36.9% | -117.5% | -87.2% |
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