-97.7%
AMC vs RL
+177.1%
-274.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.3% | -5.2% | -9.3% |
| 7D | 0.0% | -4.7% | +4.7% | +2.5% |
| 30D | +4.4% | +3.6% | +0.9% | +3.2% |
| 3M | +15.4% | +0.5% | +14.8% | +15.0% |
| 6M | +93.7% | +6.6% | +87.1% | +87.3% |
| YTD | +97.4% | +8.8% | +88.6% | +88.7% |
| 1Y | +23.2% | +21.8% | +1.4% | +11.8% |
| 3Y | -71.3% | +245.8% | -317.1% | -84.5% |
| 5Y | -99.3% | +230.0% | -329.2% | -99.6% |
| 10Y | -98.7% | +369.4% | -468.2% | -99.4% |
| All | -97.7% | +177.1% | -274.8% | -98.9% |
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