-98.7%
AMC vs Z
+9.5%
-108.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -10.6% | -1.9% | -9.7% |
| 7D | 0.0% | -2.3% | +2.3% | +0.8% |
| 30D | +4.4% | +9.4% | -4.9% | +1.8% |
| 3M | +15.4% | -16.1% | +31.4% | +20.1% |
| 6M | +93.7% | -30.4% | +124.1% | +111.1% |
| YTD | +97.4% | -55.6% | +153.0% | +139.0% |
| 1Y | +23.2% | -58.5% | +81.7% | +51.6% |
| 3Y | -71.3% | -19.6% | -51.6% | -71.3% |
| 5Y | -99.3% | -54.1% | -45.1% | -99.2% |
| 10Y | -98.7% | -12.1% | -86.7% | -99.2% |
| All | -98.7% | +9.5% | -108.3% | -99.3% |
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