+337.5%
AMD vs AMC
-99.4%
+436.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +4.3% |
| 7D | +2.6% | +2.3% | +0.3% | +2.4% |
| 30D | -0.9% | -0.7% | -0.2% | -1.0% |
| 3M | -8.7% | +35.2% | -43.9% | -12.9% |
| 6M | +136.3% | +124.6% | +11.8% | +111.4% |
| YTD | +123.0% | +69.9% | +53.1% | +104.4% |
| 1Y | +195.2% | -2.6% | +197.8% | +185.6% |
| 3Y | +336.3% | -79.8% | +416.1% | +370.9% |
| All | +337.5% | -99.4% | +436.9% | +643.4% |
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