+40.2%
AMC vs SFM
-35.8%
+76.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +8.0% |
| 7D | +17.7% | -12.3% | +30.0% | +14.9% |
| 30D | +26.2% | -16.2% | +42.4% | +22.0% |
| 3M | +31.3% | -36.8% | +68.1% | +17.3% |
| 6M | +142.8% | -32.6% | +175.3% | +125.6% |
| YTD | +125.6% | -31.7% | +157.4% | +110.3% |
| 1Y | +40.2% | -35.0% | +75.2% | +31.4% |
| All | +40.2% | -35.8% | +76.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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