-98.8%
AMC vs SM
+18.2%
-116.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.2% | -7.5% | -3.6% |
| 7D | +8.4% | +10.6% | -2.2% | +5.7% |
| 30D | +9.2% | -15.0% | +24.1% | +12.3% |
| 3M | +32.0% | +1.7% | +30.3% | +28.8% |
| 6M | +149.3% | +5.9% | +143.4% | +136.9% |
| YTD | +114.1% | +79.0% | +35.1% | +73.0% |
| 1Y | +35.8% | +84.7% | -48.9% | +8.5% |
| 3Y | -58.3% | -3.5% | -54.8% | -62.7% |
| 5Y | -99.2% | +4.9% | -104.1% | -99.3% |
| All | -98.8% | +18.2% | -116.9% | -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