+174.6%
ARM vs AMC
-64.8%
+239.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.4% |
| 7D | -15.2% | +2.6% | -17.8% | -15.5% |
| 30D | -40.7% | +9.0% | -49.7% | -41.4% |
| 3M | -39.1% | +22.2% | -61.3% | -41.2% |
| 6M | -26.4% | +91.5% | -117.9% | -35.6% |
| YTD | +59.7% | +101.3% | -41.5% | +37.6% |
| 1Y | +10.3% | +20.8% | -10.4% | +1.8% |
| 3Y | +228.9% | -71.3% | +300.2% | +248.5% |
| All | +174.6% | -64.8% | +239.4% | +167.3% |
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 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