+35.8%
AMC vs S
+29.4%
+6.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +3.9% | -0.6% |
| 7D | +8.4% | +4.1% | +4.4% | +7.3% |
| 30D | +9.2% | -7.2% | +16.3% | +11.1% |
| 3M | +32.0% | 0.0% | +32.1% | +30.9% |
| 6M | +149.3% | +41.6% | +107.6% | +119.2% |
| YTD | +114.1% | +48.6% | +65.5% | +79.6% |
| 1Y | +35.8% | +30.0% | +5.7% | +18.4% |
| All | +35.8% | +29.4% | +6.3% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling