-98.2%
AMC vs USFR
+27.5%
-125.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | +0.1% | +2.3% | +2.2% |
| 30D | -0.7% | +0.3% | -1.0% | -1.2% |
| 3M | +35.2% | +1.0% | +34.2% | +33.0% |
| 6M | +124.6% | +1.9% | +122.6% | +117.6% |
| YTD | +69.9% | +2.6% | +67.3% | +62.8% |
| 1Y | -2.6% | +4.0% | -6.6% | -8.8% |
| 3Y | -79.8% | +14.1% | -93.9% | -83.9% |
| 5Y | -99.4% | +20.4% | -119.8% | -99.6% |
| 10Y | -98.9% | +28.0% | -126.9% | -99.3% |
| All | -98.2% | +27.5% | -125.8% | -98.8% |
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