-98.7%
AMC vs SM
+4.9%
-103.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.7% | +11.0% | +8.9% |
| 7D | +6.6% | -22.3% | +28.9% | +12.6% |
| 30D | +14.1% | -21.4% | +35.4% | +19.7% |
| 3M | +31.3% | +1.4% | +29.9% | +27.8% |
| 6M | +126.7% | +0.1% | +126.6% | +118.2% |
| YTD | +117.9% | +59.0% | +59.0% | +81.5% |
| 1Y | +41.1% | +64.3% | -23.3% | +15.9% |
| 3Y | -61.0% | -13.1% | -47.8% | -64.1% |
| 5Y | -99.1% | -13.9% | -85.3% | -99.3% |
| 10Y | -98.7% | +1.7% | -100.4% | -99.5% |
| All | -98.7% | +4.9% | -103.6% | -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