-71.3%
AMC vs SM
-20.0%
-51.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.9% |
| 7D | +2.6% | -25.9% | +28.5% | +2.9% |
| 30D | +9.0% | -15.1% | +24.1% | +8.9% |
| 3M | +22.2% | +4.9% | +17.3% | +20.3% |
| 6M | +91.5% | +6.1% | +85.3% | +86.9% |
| YTD | +101.3% | +63.4% | +37.8% | +81.2% |
| 1Y | +20.8% | +72.5% | -51.7% | +7.5% |
| 3Y | -71.3% | -16.9% | -54.4% | -75.2% |
| All | -71.3% | -20.0% | -51.3% | -75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling