-99.5%
AMC vs TRU
-35.2%
-64.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.1% |
| 7D | -0.8% | -7.2% | +6.4% | +2.4% |
| 30D | -1.2% | -2.8% | +1.7% | -0.2% |
| 3M | +42.2% | +13.0% | +29.2% | +31.8% |
| 6M | +118.8% | +0.7% | +118.1% | +115.1% |
| YTD | +64.1% | -9.0% | +73.1% | +67.3% |
| 1Y | -9.5% | -16.3% | +6.8% | -5.1% |
| 3Y | -64.3% | -1.1% | -63.3% | -68.6% |
| 5Y | -99.5% | -36.0% | -63.5% | -99.3% |
| All | -99.5% | -35.2% | -64.2% | -99.3% |
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