-99.3%
AMC vs RACE
+65.1%
-164.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.2% | -10.9% |
| 7D | 0.0% | +5.7% | -5.7% | -3.4% |
| 30D | +4.4% | +9.3% | -4.9% | -1.3% |
| 3M | +15.4% | +3.8% | +11.5% | +12.4% |
| 6M | +93.7% | +29.8% | +63.9% | +60.9% |
| YTD | +97.4% | +15.6% | +81.8% | +76.0% |
| 1Y | +23.2% | +5.1% | +18.1% | +17.3% |
| 3Y | -71.3% | +30.8% | -102.1% | -81.6% |
| 5Y | -99.3% | +67.4% | -166.7% | -99.6% |
| All | -99.3% | +65.1% | -164.3% | -99.6% |
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