-80.6%
AMC vs Z
-33.7%
-46.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +5.0% |
| 7D | +2.3% | -3.0% | +5.3% | +3.2% |
| 30D | -0.7% | -4.2% | +3.4% | +0.4% |
| 3M | +35.2% | -3.7% | +38.9% | +35.7% |
| 6M | +124.6% | -24.5% | +149.1% | +141.9% |
| YTD | +69.9% | -49.3% | +119.2% | +100.5% |
| 1Y | -2.6% | -58.7% | +56.1% | +20.5% |
| All | -80.6% | -33.7% | -46.8% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling