-98.7%
AMC vs RL
+356.1%
-454.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | +2.6% | -4.2% | +6.8% | +5.1% |
| 30D | +9.0% | +4.3% | +4.8% | +7.3% |
| 3M | +22.2% | -4.6% | +26.8% | +24.9% |
| 6M | +91.5% | +1.7% | +89.7% | +88.5% |
| YTD | +101.3% | +7.3% | +93.9% | +92.5% |
| 1Y | +20.8% | +20.8% | 0.0% | +8.8% |
| 3Y | -71.3% | +247.0% | -318.3% | -85.7% |
| 5Y | -99.2% | +225.5% | -324.7% | -99.6% |
| All | -98.7% | +356.1% | -454.8% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling