+196.6%
AMD vs AMC
-99.3%
+295.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.5% | -4.8% | -16.1% |
| 7D | -28.6% | 0.0% | -28.6% | -28.5% |
| 30D | -37.7% | +4.4% | -42.1% | -37.9% |
| 3M | -16.1% | +15.4% | -31.5% | -17.3% |
| 6M | +13.8% | +93.7% | -79.9% | +4.3% |
| YTD | +88.8% | +97.4% | -8.6% | +71.0% |
| 1Y | +57.8% | +23.2% | +34.6% | +49.8% |
| 3Y | +260.3% | -71.3% | +331.5% | +280.5% |
| 5Y | +196.6% | -99.3% | +295.9% | +402.8% |
| All | +196.6% | -99.3% | +295.9% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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