+40.2%
AMC vs USFR
+4.1%
+36.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +17.7% | +0.1% | +17.6% | +18.3% |
| 30D | +26.2% | +0.4% | +25.8% | +29.1% |
| 3M | +31.3% | +1.1% | +30.3% | +52.5% |
| 6M | +142.8% | +2.0% | +140.7% | +272.4% |
| YTD | +125.6% | +3.4% | +122.3% | +351.2% |
| 1Y | +40.2% | +4.1% | +36.2% | +194.0% |
| All | +40.2% | +4.1% | +36.2% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling