-99.1%
AMC vs Z
-56.4%
-42.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +4.5% |
| 7D | +5.5% | -6.5% | +11.9% | +9.3% |
| 30D | +16.1% | -0.1% | +16.2% | +15.3% |
| 3M | +43.0% | -14.1% | +57.1% | +51.8% |
| 6M | +130.7% | -30.1% | +160.7% | +170.4% |
| YTD | +121.8% | -57.5% | +179.3% | +229.3% |
| 1Y | +40.7% | -60.3% | +101.0% | +116.1% |
| 3Y | -56.8% | -21.0% | -35.8% | -63.9% |
| 5Y | -99.1% | -54.9% | -44.2% | -98.9% |
| All | -99.1% | -56.4% | -42.7% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling