-99.3%
AMC vs Z
-55.4%
-43.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +3.2% |
| 7D | +2.6% | -4.6% | +7.2% | +5.3% |
| 30D | +9.0% | +8.3% | +0.7% | +3.8% |
| 3M | +22.2% | -11.6% | +33.8% | +27.9% |
| 6M | +91.5% | -33.6% | +125.1% | +131.0% |
| YTD | +101.3% | -56.7% | +158.0% | +196.6% |
| 1Y | +20.8% | -59.1% | +79.9% | +83.1% |
| 3Y | -71.3% | -20.4% | -51.0% | -76.1% |
| All | -99.3% | -55.4% | -43.9% | -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 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