-98.7%
AMC vs SFM
+138.2%
-237.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.8% | +3.1% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +9.0% | -24.8% | +33.8% | +15.4% |
| 3M | +22.2% | -43.7% | +65.9% | +38.7% |
| 6M | +91.5% | -37.3% | +128.7% | +106.7% |
| YTD | +101.3% | -38.4% | +139.7% | +115.3% |
| 1Y | +20.8% | -36.9% | +57.7% | +28.0% |
| 3Y | -71.3% | +20.7% | -92.0% | -77.6% |
| 5Y | -99.2% | +103.5% | -202.7% | -99.6% |
| All | -98.7% | +138.2% | -237.0% | -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