-58.9%
AMC vs TRU
+58.0%
-116.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +12.5% | +21.3% | -8.8% | +6.4% |
| 3M | +23.6% | +0.2% | +23.3% | +22.6% |
| 6M | +144.4% | +22.4% | +122.0% | +128.1% |
| YTD | +108.3% | -4.8% | +113.2% | +106.4% |
| 1Y | +38.9% | -0.2% | +39.1% | +35.9% |
| 3Y | -58.9% | +57.9% | -116.8% | -68.9% |
| All | -58.9% | +58.0% | -116.8% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling