-80.6%
AMC vs TRU
+0.7%
-81.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.3% | +5.8% |
| 7D | +2.3% | -6.8% | +9.1% | +3.9% |
| 30D | -0.7% | 0.0% | -0.8% | -1.0% |
| 3M | +35.2% | +13.3% | +21.9% | +30.0% |
| 6M | +124.6% | +3.4% | +121.1% | +120.9% |
| YTD | +69.9% | -6.4% | +76.3% | +69.7% |
| 1Y | -2.6% | -9.7% | +7.1% | -2.3% |
| All | -80.6% | +0.7% | -81.2% | -84.9% |
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