-95.5%
AMC vs RVMD
+581.6%
-677.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.2% | -6.3% | -0.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.6% |
| 30D | +9.0% | -4.3% | +13.3% | +10.3% |
| 3M | +22.2% | -2.8% | +25.0% | +22.5% |
| 6M | +91.5% | +27.3% | +64.2% | +75.4% |
| YTD | +101.3% | +141.4% | -40.1% | +46.1% |
| 1Y | +20.8% | +213.3% | -192.5% | -19.3% |
| 3Y | -71.3% | +792.7% | -864.0% | -87.3% |
| 5Y | -99.2% | +470.6% | -569.8% | -99.7% |
| All | -95.5% | +581.6% | -677.1% | -98.6% |
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