-56.7%
AMC vs SFM
+23.6%
-80.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.3% |
| 7D | -2.8% | -7.1% | +4.2% | -2.4% |
| 30D | +14.0% | -21.4% | +35.4% | +14.9% |
| 3M | +42.5% | -40.1% | +82.6% | +45.5% |
| 6M | +142.6% | -38.0% | +180.6% | +145.9% |
| YTD | +119.2% | -36.5% | +155.8% | +120.1% |
| 1Y | +40.7% | -35.2% | +75.9% | +40.5% |
| All | -56.7% | +23.6% | -80.4% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling