-71.3%
AMC vs USFR
+14.4%
-85.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.1% |
| 7D | +2.6% | +0.1% | +2.5% | +3.5% |
| 30D | +9.0% | +0.4% | +8.6% | +12.7% |
| 3M | +22.2% | +1.1% | +21.1% | +35.5% |
| 6M | +91.5% | +2.1% | +89.4% | +139.0% |
| YTD | +101.3% | +3.4% | +97.9% | +184.6% |
| 1Y | +20.8% | +4.1% | +16.7% | +81.0% |
| 3Y | -71.3% | +14.4% | -85.7% | +162.1% |
| All | -71.3% | +14.4% | -85.8% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling