-99.3%
AMC vs SM
-11.5%
-87.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.8% |
| 7D | +2.6% | -25.9% | +28.5% | +7.3% |
| 30D | +9.0% | -15.1% | +24.1% | +11.1% |
| 3M | +22.2% | +4.9% | +17.3% | +18.4% |
| 6M | +91.5% | +6.1% | +85.3% | +82.5% |
| YTD | +101.3% | +63.4% | +37.8% | +67.7% |
| 1Y | +20.8% | +72.5% | -51.7% | -1.2% |
| 3Y | -71.3% | -16.9% | -54.4% | -73.1% |
| All | -99.3% | -11.5% | -87.8% | -99.4% |
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