-97.9%
AMC vs USFR
+28.5%
-126.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | +9.0% | +0.4% | +8.6% | +8.3% |
| 3M | +22.2% | +1.1% | +21.1% | +20.1% |
| 6M | +91.5% | +2.1% | +89.4% | +85.2% |
| YTD | +101.3% | +3.4% | +97.9% | +90.4% |
| 1Y | +20.8% | +4.1% | +16.7% | +13.0% |
| 3Y | -71.3% | +14.4% | -85.7% | -77.2% |
| 5Y | -99.2% | +21.3% | -120.6% | -99.5% |
| 10Y | -98.7% | +28.5% | -127.2% | -99.1% |
| All | -97.9% | +28.5% | -126.5% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling