-71.3%
AMC vs S
+34.5%
-105.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +2.6% | -13.4% | +16.1% | +6.2% |
| 30D | +9.0% | -14.0% | +23.0% | +12.8% |
| 3M | +22.2% | +4.9% | +17.3% | +19.5% |
| 6M | +91.5% | +42.0% | +49.5% | +72.2% |
| YTD | +101.3% | +45.1% | +56.1% | +78.3% |
| 1Y | +20.8% | +33.1% | -12.3% | +8.9% |
| 3Y | -71.3% | +40.6% | -112.0% | -82.5% |
| All | -71.3% | +34.5% | -105.8% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling