-98.7%
AMC vs SFM
+140.8%
-239.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -2.0% |
| 7D | -2.8% | -7.1% | +4.2% | -1.0% |
| 30D | +14.0% | -21.4% | +35.4% | +19.3% |
| 3M | +42.5% | -40.1% | +82.6% | +59.3% |
| 6M | +142.6% | -38.0% | +180.6% | +163.4% |
| YTD | +119.2% | -36.5% | +155.8% | +132.8% |
| 1Y | +40.7% | -35.2% | +75.9% | +48.2% |
| 3Y | -57.3% | +23.5% | -80.8% | -66.8% |
| 5Y | -99.1% | +109.7% | -208.8% | -99.5% |
| 10Y | -98.7% | +132.6% | -231.3% | -99.3% |
| All | -98.7% | +140.8% | -239.5% | -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