-99.1%
AMC vs TRU
-25.5%
-73.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +7.2% |
| 7D | +6.6% | +4.9% | +1.7% | +4.4% |
| 30D | +14.1% | +26.9% | -12.8% | +2.1% |
| 3M | +31.3% | +4.0% | +27.3% | +27.3% |
| 6M | +126.7% | +15.8% | +110.9% | +107.4% |
| YTD | +117.9% | -2.6% | +120.5% | +113.5% |
| 1Y | +41.1% | +3.9% | +37.2% | +33.8% |
| 3Y | -61.0% | +59.2% | -120.2% | -75.1% |
| 5Y | -99.1% | -25.7% | -73.5% | -99.0% |
| All | -99.1% | -25.5% | -73.6% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling