+40.2%
AMC vs SM
+70.4%
-30.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -15.3% | +22.6% | +3.1% |
| 7D | +17.7% | -21.5% | +39.2% | +11.0% |
| 30D | +26.2% | -11.4% | +37.5% | +22.8% |
| 3M | +31.3% | +0.6% | +30.7% | +32.5% |
| 6M | +142.8% | +0.2% | +142.5% | +145.1% |
| YTD | +125.6% | +69.7% | +56.0% | +125.6% |
| 1Y | +40.2% | +71.6% | -31.3% | +41.8% |
| All | +40.2% | +70.4% | -30.1% | +41.8% |
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