+40.7%
AMC vs SFM
-36.1%
+76.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -0.7% |
| 7D | -2.8% | -7.1% | +4.2% | -3.9% |
| 30D | +14.0% | -21.4% | +35.4% | +9.3% |
| 3M | +42.5% | -40.1% | +82.6% | +26.8% |
| 6M | +142.6% | -38.0% | +180.6% | +122.5% |
| YTD | +119.2% | -36.5% | +155.8% | +103.3% |
| 1Y | +40.7% | -35.2% | +75.9% | +29.4% |
| All | +40.7% | -36.1% | +76.9% | +29.4% |
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