-99.4%
AMC vs S
-48.3%
-51.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.7% |
| 7D | -2.8% | +1.2% | -4.1% | -3.0% |
| 30D | +14.0% | -7.3% | +21.3% | +16.8% |
| 3M | +42.5% | +5.9% | +36.6% | +37.3% |
| 6M | +142.6% | +45.6% | +96.9% | +104.6% |
| YTD | +119.2% | +58.5% | +60.7% | +76.5% |
| 1Y | +40.7% | +37.6% | +3.1% | +19.0% |
| 3Y | -57.3% | +51.7% | -109.0% | -69.0% |
| 5Y | -99.1% | -67.5% | -31.6% | -99.0% |
| All | -99.4% | -48.3% | -51.1% | -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