-98.5%
AMC vs TRU
+251.7%
-350.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +7.3% |
| 7D | +6.6% | +4.9% | +1.7% | +4.6% |
| 30D | +14.1% | +26.9% | -12.8% | +3.3% |
| 3M | +31.3% | +4.0% | +27.3% | +27.7% |
| 6M | +126.7% | +15.8% | +110.9% | +109.7% |
| YTD | +117.9% | -2.6% | +120.5% | +114.1% |
| 1Y | +41.1% | +3.9% | +37.2% | +34.9% |
| 3Y | -61.0% | +59.2% | -120.2% | -71.4% |
| 5Y | -99.1% | -25.7% | -73.5% | -99.2% |
| 10Y | -98.7% | +179.3% | -278.0% | -99.1% |
| All | -98.5% | +251.7% | -350.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling