-99.0%
AMC vs SMTC
+548.2%
-647.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.1% |
| 7D | -7.2% | +13.1% | -20.3% | -9.8% |
| 30D | -2.8% | +19.5% | -22.2% | -7.6% |
| 3M | +7.9% | +2.2% | +5.7% | +3.8% |
| 6M | +119.6% | +94.9% | +24.8% | +75.6% |
| YTD | +57.7% | +127.0% | -69.3% | +20.5% |
| 1Y | -12.1% | +174.6% | -186.7% | -36.8% |
| 3Y | -66.5% | +615.9% | -682.4% | -85.0% |
| 5Y | -99.5% | +125.6% | -225.1% | -99.7% |
| All | -99.0% | +548.2% | -647.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling