-97.5%
AMC vs SMTC
+295.7%
-393.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.3% |
| 7D | +5.5% | -10.9% | +16.4% | +7.6% |
| 30D | +16.1% | -39.4% | +55.5% | +27.9% |
| 3M | +43.0% | -13.5% | +56.5% | +42.4% |
| 6M | +130.7% | -6.8% | +137.5% | +116.3% |
| YTD | +121.8% | +54.0% | +67.8% | +79.6% |
| 1Y | +40.7% | +50.8% | -10.1% | +14.1% |
| 3Y | -56.8% | +677.3% | -734.1% | -82.2% |
| 5Y | -99.1% | +28.7% | -127.8% | -99.3% |
| 10Y | -98.7% | +339.9% | -438.5% | -99.4% |
| All | -97.5% | +295.7% | -393.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling