-99.4%
AMC vs S
-52.7%
-46.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | +2.6% | -13.4% | +16.1% | +8.1% |
| 30D | +9.0% | -14.0% | +23.0% | +14.7% |
| 3M | +22.2% | +4.9% | +17.3% | +17.8% |
| 6M | +91.5% | +42.0% | +49.5% | +62.5% |
| YTD | +101.3% | +45.1% | +56.1% | +67.3% |
| 1Y | +20.8% | +33.1% | -12.3% | +3.1% |
| 3Y | -71.3% | +40.6% | -112.0% | -78.7% |
| 5Y | -99.2% | -67.5% | -31.8% | -99.1% |
| All | -99.4% | -52.7% | -46.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling