-98.1%
AMC vs SFM
+122.0%
-220.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.5% | +3.7% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -0.7% | -4.4% | +3.6% | +0.1% |
| 3M | +35.2% | +1.5% | +33.7% | +33.0% |
| 6M | +124.6% | +6.5% | +118.1% | +114.4% |
| YTD | +69.9% | +2.2% | +67.7% | +63.3% |
| 1Y | -2.6% | -41.9% | +39.3% | +8.3% |
| 3Y | -79.8% | +106.8% | -186.5% | -85.2% |
| 5Y | -99.4% | +231.6% | -331.0% | -99.6% |
| 10Y | -98.9% | +258.4% | -357.3% | -99.3% |
| All | -98.1% | +122.0% | -220.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling