-99.2%
AMC vs USFR
+21.4%
-120.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.6% |
| 30D | +12.5% | +0.4% | +12.1% | +13.3% |
| 3M | +23.6% | +1.1% | +22.5% | +26.8% |
| 6M | +144.4% | +2.0% | +142.3% | +158.6% |
| YTD | +108.3% | +3.5% | +104.9% | +128.0% |
| 1Y | +38.9% | +4.1% | +34.8% | +53.7% |
| 3Y | -58.9% | +14.4% | -73.2% | -42.3% |
| All | -99.2% | +21.4% | -120.6% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling