-98.8%
AMC vs SFM
+140.2%
-239.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | +3.5% | +6.0% | -2.5% | +2.0% |
| 30D | +12.5% | -19.5% | +31.9% | +17.0% |
| 3M | +23.6% | -37.0% | +60.6% | +36.5% |
| 6M | +144.4% | -41.0% | +185.4% | +170.1% |
| YTD | +108.3% | -34.6% | +143.0% | +119.6% |
| 1Y | +38.9% | -36.3% | +75.1% | +47.4% |
| 3Y | -58.9% | +24.5% | -83.4% | -68.0% |
| 5Y | -99.2% | +115.9% | -215.1% | -99.5% |
| All | -98.8% | +140.2% | -239.0% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling