-71.9%
AMC vs RL
+244.8%
-316.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.3% | -5.2% | -9.8% |
| 7D | 0.0% | -4.7% | +4.7% | +2.1% |
| 30D | +4.4% | +3.6% | +0.9% | +3.7% |
| 3M | +15.4% | +0.5% | +14.8% | +15.2% |
| 6M | +93.7% | +6.6% | +87.1% | +88.8% |
| YTD | +97.4% | +8.8% | +88.6% | +90.9% |
| 1Y | +23.2% | +21.8% | +1.4% | +15.0% |
| All | -71.9% | +244.8% | -316.6% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling