-99.4%
AMC vs S
-51.7%
-47.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +3.5% | +2.0% | +1.5% | +2.8% |
| 30D | +12.5% | -2.7% | +15.2% | +13.3% |
| 3M | +23.6% | -6.9% | +30.5% | +24.8% |
| 6M | +144.4% | +38.1% | +106.3% | +110.0% |
| YTD | +108.3% | +48.0% | +60.3% | +71.9% |
| 1Y | +38.9% | +34.5% | +4.4% | +18.3% |
| 3Y | -58.9% | +38.3% | -97.2% | -69.1% |
| 5Y | -99.2% | -70.9% | -28.3% | -99.0% |
| All | -99.4% | -51.7% | -47.7% | -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