-99.4%
AMC vs SM
+107.8%
-207.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -0.7% | +26.3% | -27.1% | -5.6% |
| 3M | +35.2% | +8.7% | +26.5% | +31.6% |
| 6M | +124.6% | +51.7% | +72.9% | +97.7% |
| YTD | +69.9% | +99.0% | -29.2% | +38.8% |
| 1Y | -2.6% | +34.6% | -37.2% | -12.8% |
| 3Y | -79.8% | -7.8% | -72.0% | -81.0% |
| All | -99.4% | +107.8% | -207.3% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling