-99.5%
AMC vs S
-56.8%
-42.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +2.3% | -7.7% | +10.0% | +5.2% |
| 30D | -0.7% | -5.3% | +4.6% | +0.5% |
| 3M | +35.2% | +20.3% | +14.9% | +23.5% |
| 6M | +124.6% | +47.4% | +77.2% | +88.5% |
| YTD | +69.9% | +32.5% | +37.3% | +47.7% |
| 1Y | -2.6% | +9.5% | -12.1% | -9.7% |
| 3Y | -79.8% | +15.5% | -95.3% | -83.4% |
| 5Y | -99.4% | -71.2% | -28.2% | -99.3% |
| All | -99.5% | -56.8% | -42.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling