-98.7%
AMC vs USFR
+28.5%
-127.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +6.6% | +0.1% | +6.5% | +6.3% |
| 30D | +14.1% | +0.4% | +13.7% | +12.2% |
| 3M | +31.3% | +1.1% | +30.2% | +25.3% |
| 6M | +126.7% | +2.0% | +124.7% | +107.5% |
| YTD | +117.9% | +3.4% | +114.5% | +87.7% |
| 1Y | +41.1% | +4.1% | +37.0% | +17.8% |
| 3Y | -61.0% | +14.3% | -75.3% | -79.3% |
| 5Y | -99.1% | +21.3% | -120.4% | -99.7% |
| 10Y | -98.7% | +28.5% | -127.2% | -99.6% |
| All | -98.7% | +28.5% | -127.2% | -99.6% |
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