-99.0%
AMC vs USFR
+28.0%
-127.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.2% |
| 7D | -7.1% | +0.1% | -7.2% | -7.4% |
| 30D | -1.7% | +0.3% | -2.0% | -3.0% |
| 3M | +13.5% | +1.0% | +12.5% | +8.8% |
| 6M | +112.6% | +1.9% | +110.7% | +95.6% |
| YTD | +51.3% | +2.7% | +48.6% | +34.6% |
| 1Y | -14.5% | +4.0% | -18.5% | -28.3% |
| 3Y | -67.1% | +14.1% | -81.2% | -82.4% |
| 5Y | -99.5% | +20.5% | -120.0% | -99.8% |
| All | -99.0% | +28.0% | -127.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling