+40.2%
AMC vs RL
+34.3%
+5.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.8% | +5.3% |
| 7D | +17.7% | +5.8% | +12.0% | +14.9% |
| 30D | +26.2% | +12.7% | +13.4% | +19.9% |
| 3M | +31.3% | +9.3% | +22.0% | +25.6% |
| 6M | +142.8% | +16.9% | +125.8% | +122.9% |
| YTD | +125.6% | +17.5% | +108.2% | +105.0% |
| 1Y | +40.2% | +34.6% | +5.6% | +15.8% |
| All | +40.2% | +34.3% | +5.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling