-98.7%
AMC vs SFM
+146.8%
-245.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.0% |
| 7D | +6.6% | -10.2% | +16.8% | +9.5% |
| 30D | +14.1% | -23.9% | +38.0% | +20.4% |
| 3M | +31.3% | -42.3% | +73.5% | +48.1% |
| 6M | +126.7% | -40.1% | +166.8% | +148.6% |
| YTD | +117.9% | -37.8% | +155.7% | +132.6% |
| 1Y | +41.1% | -37.1% | +78.2% | +49.8% |
| 3Y | -61.0% | +21.5% | -82.5% | -69.5% |
| 5Y | -99.1% | +103.8% | -202.9% | -99.5% |
| 10Y | -98.7% | +142.0% | -240.7% | -99.2% |
| All | -98.7% | +146.8% | -245.5% | -99.2% |
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