-98.7%
AMC vs SM
+4.2%
-102.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.4% |
| 7D | +5.5% | -19.5% | +25.0% | +10.5% |
| 30D | +16.1% | -20.2% | +36.3% | +21.4% |
| 3M | +43.0% | -6.5% | +49.5% | +42.4% |
| 6M | +130.7% | +1.6% | +129.1% | +121.3% |
| YTD | +121.8% | +61.2% | +60.5% | +84.0% |
| 1Y | +40.7% | +65.4% | -24.7% | +15.4% |
| 3Y | -56.8% | -13.0% | -43.8% | -60.3% |
| 5Y | -99.1% | -4.3% | -94.8% | -99.2% |
| 10Y | -98.7% | +3.0% | -101.7% | -99.5% |
| All | -98.7% | +4.2% | -102.9% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling