+15.5%
AMT vs AMC
-72.0%
+87.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.5% | +12.1% | -0.2% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +17.7% | +4.4% | +13.3% | +17.6% |
| 3M | +16.7% | +15.4% | +1.3% | +16.3% |
| 6M | +11.1% | +93.7% | -82.6% | +9.6% |
| YTD | +13.9% | +97.4% | -83.6% | +12.1% |
| 1Y | +12.5% | +23.2% | -10.7% | +11.0% |
| All | +15.5% | -72.0% | +87.5% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling