-98.1%
AMC vs RL
+154.2%
-252.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.4% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | -0.7% | -7.8% | +7.0% | +2.3% |
| 3M | +35.2% | -4.0% | +39.2% | +36.4% |
| 6M | +124.6% | -1.9% | +126.5% | +124.3% |
| YTD | +69.9% | -0.2% | +70.0% | +67.9% |
| 1Y | -2.6% | +10.7% | -13.2% | -8.4% |
| 3Y | -79.8% | +210.8% | -290.5% | -88.6% |
| 5Y | -99.4% | +238.2% | -337.6% | -99.7% |
| 10Y | -98.9% | +313.4% | -412.3% | -99.5% |
| All | -98.1% | +154.2% | -252.2% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling