-97.7%
AMC vs SM
-58.1%
-39.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.6% | -7.9% | -11.5% |
| 7D | 0.0% | -25.1% | +25.1% | +5.6% |
| 30D | +4.4% | -15.6% | +20.0% | +7.3% |
| 3M | +15.4% | +2.7% | +12.7% | +12.5% |
| 6M | +93.7% | -3.8% | +97.6% | +89.0% |
| YTD | +97.4% | +61.8% | +35.6% | +68.3% |
| 1Y | +23.2% | +71.4% | -48.2% | +3.3% |
| 3Y | -71.3% | -20.7% | -50.6% | -72.6% |
| 5Y | -99.3% | -11.5% | -87.7% | -99.3% |
| 10Y | -98.7% | +10.2% | -108.9% | -99.4% |
| All | -97.7% | -58.1% | -39.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling