+40.7%
AMC vs TRU
+2.3%
+38.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.1% |
| 7D | +5.5% | +4.6% | +0.9% | +4.0% |
| 30D | +16.1% | +25.4% | -9.3% | +7.5% |
| 3M | +43.0% | +4.0% | +39.0% | +40.1% |
| 6M | +130.7% | +14.5% | +116.2% | +115.8% |
| YTD | +121.8% | -3.7% | +125.5% | +114.6% |
| 1Y | +40.7% | +2.8% | +37.9% | +31.1% |
| All | +40.7% | +2.3% | +38.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling