+40.7%
AMC vs SFM
-38.0%
+78.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.6% |
| 7D | +5.5% | -6.9% | +12.4% | +4.4% |
| 30D | +16.1% | -25.0% | +41.1% | +10.4% |
| 3M | +43.0% | -42.7% | +85.7% | +26.2% |
| 6M | +130.7% | -41.0% | +171.7% | +110.3% |
| YTD | +121.8% | -38.7% | +160.5% | +104.7% |
| 1Y | +40.7% | -38.1% | +78.8% | +29.7% |
| All | +40.7% | -38.0% | +78.6% | +29.7% |
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