-99.4%
AMC vs Z
-64.8%
-34.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +5.3% |
| 7D | +2.3% | -3.0% | +5.3% | +3.6% |
| 30D | -0.7% | -4.2% | +3.4% | +0.9% |
| 3M | +35.2% | -3.7% | +38.9% | +36.0% |
| 6M | +124.6% | -24.5% | +149.1% | +153.4% |
| YTD | +69.9% | -49.3% | +119.2% | +126.1% |
| 1Y | -2.6% | -58.7% | +56.1% | +41.3% |
| 3Y | -79.8% | -34.1% | -45.6% | -79.3% |
| All | -99.4% | -64.8% | -34.6% | -99.5% |
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