-98.7%
AMC vs Z
-14.8%
-84.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.6% |
| 7D | -2.8% | -13.1% | +10.2% | +1.0% |
| 30D | +14.0% | +5.9% | +8.1% | +12.1% |
| 3M | +42.5% | -13.7% | +56.2% | +47.2% |
| 6M | +142.6% | -27.1% | +169.7% | +161.2% |
| YTD | +119.2% | -56.8% | +176.0% | +167.4% |
| 1Y | +40.7% | -60.2% | +101.0% | +75.2% |
| 3Y | -57.3% | -19.7% | -37.6% | -57.4% |
| 5Y | -99.1% | -53.7% | -45.4% | -99.1% |
| 10Y | -98.7% | -16.9% | -81.9% | -99.2% |
| All | -98.7% | -14.8% | -84.0% | -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