-99.1%
AMC vs S
-67.7%
-31.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +5.5% | +1.4% | +4.1% | +5.3% |
| 30D | +16.1% | -10.8% | +26.9% | +20.8% |
| 3M | +43.0% | +5.4% | +37.6% | +37.7% |
| 6M | +130.7% | +41.2% | +89.4% | +95.3% |
| YTD | +121.8% | +56.2% | +65.6% | +77.6% |
| 1Y | +40.7% | +36.3% | +4.4% | +18.3% |
| 3Y | -56.8% | +49.4% | -106.2% | -69.3% |
| 5Y | -99.1% | -66.9% | -32.2% | -98.7% |
| All | -99.1% | -67.7% | -31.4% | -98.7% |
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