-99.4%
AMC vs RACE
+93.6%
-193.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.7% |
| 7D | +2.3% | -2.5% | +4.8% | +4.0% |
| 30D | -0.7% | +0.8% | -1.5% | -1.5% |
| 3M | +35.2% | +17.2% | +18.0% | +19.7% |
| 6M | +124.6% | +13.6% | +111.0% | +103.8% |
| YTD | +69.9% | +12.2% | +57.7% | +54.0% |
| 1Y | -2.6% | -16.3% | +13.7% | +7.0% |
| 3Y | -79.8% | +36.4% | -116.2% | -87.9% |
| All | -99.4% | +93.6% | -193.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling