-2.6%
AMC vs SM
+37.6%
-40.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +3.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.4% |
| 30D | -0.7% | +26.3% | -27.1% | +4.6% |
| 3M | +35.2% | +8.7% | +26.5% | +38.4% |
| 6M | +124.6% | +51.7% | +72.9% | +142.2% |
| YTD | +69.9% | +99.0% | -29.2% | +89.5% |
| 1Y | -2.6% | +34.6% | -37.2% | -4.6% |
| All | -2.6% | +37.6% | -40.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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