-98.7%
AMC vs Z
-11.7%
-87.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +7.3% |
| 7D | +6.6% | -5.2% | +11.7% | +8.3% |
| 30D | +14.1% | +5.7% | +8.4% | +12.3% |
| 3M | +31.3% | -8.7% | +40.0% | +33.8% |
| 6M | +126.7% | -26.0% | +152.6% | +143.3% |
| YTD | +117.9% | -55.0% | +173.0% | +163.2% |
| 1Y | +41.1% | -58.0% | +99.1% | +73.3% |
| 3Y | -61.0% | -15.2% | -45.8% | -61.6% |
| 5Y | -99.1% | -53.8% | -45.3% | -99.1% |
| 10Y | -98.7% | -14.5% | -84.2% | -99.2% |
| All | -98.7% | -11.7% | -87.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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