-99.0%
AMC vs SPXS
-99.5%
+0.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.4% | -3.3% |
| 7D | -6.8% | +1.2% | -8.1% | -6.3% |
| 30D | +1.7% | +5.2% | -3.5% | +4.1% |
| 3M | +26.8% | -9.2% | +36.0% | +22.5% |
| 6M | +117.7% | -29.6% | +147.3% | +94.2% |
| YTD | +57.7% | -27.6% | +85.3% | +43.4% |
| 1Y | -12.5% | -36.7% | +24.3% | -23.9% |
| 3Y | -65.7% | -79.8% | +14.1% | -78.9% |
| 5Y | -99.5% | -85.9% | -13.6% | -99.7% |
| 10Y | -99.0% | -99.5% | +0.6% | -99.7% |
| All | -99.0% | -99.5% | +0.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling