+19.3%
ARM vs AMC
+38.0%
-18.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.3% | -12.6% | -6.7% |
| 7D | -18.7% | +17.7% | -36.4% | -21.4% |
| 30D | -36.7% | +26.2% | -62.8% | -39.6% |
| 3M | -31.6% | +31.3% | -63.0% | -36.0% |
| 6M | -5.6% | +142.8% | -148.4% | -29.0% |
| YTD | +75.5% | +125.6% | -50.2% | +34.9% |
| 1Y | +19.3% | +40.2% | -20.9% | +4.3% |
| All | +19.3% | +38.0% | -18.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling