-99.3%
AMC vs S
-69.2%
-30.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -8.8% | -3.7% | -9.2% |
| 7D | 0.0% | -16.7% | +16.7% | +7.1% |
| 30D | +4.4% | -17.0% | +21.4% | +11.5% |
| 3M | +15.4% | +2.0% | +13.4% | +12.2% |
| 6M | +93.7% | +35.1% | +58.7% | +66.4% |
| YTD | +97.4% | +42.8% | +54.6% | +63.8% |
| 1Y | +23.2% | +27.7% | -4.5% | +6.1% |
| 3Y | -71.3% | +33.0% | -104.2% | -78.6% |
| 5Y | -99.3% | -68.0% | -31.3% | -99.0% |
| All | -99.3% | -69.2% | -30.1% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling