+203.3%
AMT vs AMC
-98.1%
+301.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.3% |
| 30D | +4.6% | -0.7% | +5.4% | +4.6% |
| 3M | -8.4% | +35.2% | -43.7% | -9.0% |
| 6M | -6.0% | +124.6% | -130.6% | -7.4% |
| YTD | +2.1% | +69.9% | -67.7% | +1.0% |
| 1Y | -6.4% | -2.6% | -3.8% | -6.8% |
| 3Y | +8.1% | -79.8% | +87.8% | +8.7% |
| 5Y | -31.9% | -99.4% | +67.5% | -29.9% |
| 10Y | +97.1% | -98.9% | +196.0% | +103.7% |
| All | +203.3% | -98.1% | +301.3% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling