-99.4%
AMC vs S
-48.9%
-50.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.0% | +0.2% | +5.3% |
| 7D | +6.6% | +1.6% | +5.0% | +6.4% |
| 30D | +14.1% | -10.5% | +24.6% | +18.3% |
| 3M | +31.3% | +9.9% | +21.4% | +24.5% |
| 6M | +126.7% | +41.8% | +84.9% | +93.2% |
| YTD | +117.9% | +56.8% | +61.1% | +76.2% |
| 1Y | +41.1% | +39.0% | +2.1% | +18.9% |
| 3Y | -61.0% | +53.8% | -114.8% | -71.9% |
| 5Y | -99.1% | -68.6% | -30.6% | -99.0% |
| All | -99.4% | -48.9% | -50.5% | -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