-99.4%
AMC vs RL
+238.1%
-337.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | -0.7% | -7.8% | +7.0% | +3.3% |
| 3M | +35.2% | -4.0% | +39.2% | +36.5% |
| 6M | +124.6% | -1.9% | +126.5% | +123.2% |
| YTD | +69.9% | -0.2% | +70.0% | +66.3% |
| 1Y | -2.6% | +10.7% | -13.2% | -11.3% |
| 3Y | -79.8% | +210.8% | -290.5% | -92.2% |
| All | -99.4% | +238.1% | -337.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling