-96.2%
AMC vs RVMD
+644.5%
-740.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | -0.7% | +6.4% | -7.2% | -2.7% |
| 3M | +35.2% | +34.9% | +0.3% | +22.1% |
| 6M | +124.6% | +107.6% | +17.0% | +74.7% |
| YTD | +69.9% | +163.7% | -93.8% | +20.6% |
| 1Y | -2.6% | +439.2% | -441.8% | -45.3% |
| 3Y | -79.8% | +499.2% | -579.0% | -90.3% |
| 5Y | -99.4% | +621.7% | -721.1% | -99.8% |
| All | -96.2% | +644.5% | -740.7% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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