-98.8%
AMC vs USFR
+28.5%
-127.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +8.4% | +0.1% | +8.4% | +8.2% |
| 30D | +9.2% | +0.4% | +8.8% | +7.3% |
| 3M | +32.0% | +1.0% | +31.0% | +26.1% |
| 6M | +149.3% | +2.0% | +147.2% | +128.0% |
| YTD | +114.1% | +3.4% | +110.7% | +84.0% |
| 1Y | +35.8% | +4.1% | +31.7% | +13.4% |
| 3Y | -58.3% | +14.4% | -72.7% | -78.0% |
| 5Y | -99.2% | +21.4% | -120.6% | -99.7% |
| All | -98.8% | +28.5% | -127.3% | -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