-98.4%
AMC vs RACE
+670.3%
-768.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.2% | -11.1% |
| 7D | 0.0% | +5.7% | -5.7% | -2.9% |
| 30D | +4.4% | +9.3% | -4.9% | -0.5% |
| 3M | +15.4% | +3.8% | +11.5% | +12.8% |
| 6M | +93.7% | +29.8% | +63.9% | +65.6% |
| YTD | +97.4% | +15.6% | +81.8% | +79.4% |
| 1Y | +23.2% | +5.1% | +18.1% | +18.3% |
| 3Y | -71.3% | +30.8% | -102.1% | -77.8% |
| 5Y | -99.3% | +67.4% | -166.7% | -99.5% |
| 10Y | -98.7% | +793.6% | -892.4% | -99.5% |
| All | -98.4% | +670.3% | -768.7% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling