-98.9%
AMC vs Z
+25.1%
-124.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.9% |
| 7D | +2.3% | -3.0% | +5.3% | +3.0% |
| 30D | -0.7% | -4.2% | +3.4% | +0.2% |
| 3M | +35.2% | -3.7% | +38.9% | +35.9% |
| 6M | +124.6% | -24.5% | +149.1% | +140.8% |
| YTD | +69.9% | -49.3% | +119.2% | +99.5% |
| 1Y | -2.6% | -58.7% | +56.1% | +20.0% |
| 3Y | -79.8% | -34.1% | -45.6% | -78.8% |
| 5Y | -99.4% | -64.5% | -34.9% | -99.3% |
| 10Y | -98.9% | -0.5% | -98.4% | -99.3% |
| All | -98.9% | +25.1% | -124.0% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling