-61.0%
AMC vs SM
-14.2%
-46.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.7% | +11.0% | +8.3% |
| 7D | +6.6% | -22.3% | +28.9% | +6.6% |
| 30D | +14.1% | -21.4% | +35.4% | +14.0% |
| 3M | +31.3% | +1.4% | +29.9% | +29.4% |
| 6M | +126.7% | +0.1% | +126.6% | +122.1% |
| YTD | +117.9% | +59.0% | +59.0% | +97.0% |
| 1Y | +41.1% | +64.3% | -23.3% | +26.6% |
| 3Y | -61.0% | -13.1% | -47.8% | -67.1% |
| All | -61.0% | -14.2% | -46.8% | -67.1% |
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