+296.4%
ARM vs AMC
-70.3%
+366.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +3.3% |
| 7D | +5.5% | +2.3% | +3.1% | +5.1% |
| 30D | -8.2% | -0.7% | -7.4% | -8.2% |
| 3M | -35.9% | +35.2% | -71.1% | -40.3% |
| 6M | +103.1% | +124.6% | -21.5% | +73.8% |
| YTD | +130.6% | +69.9% | +60.7% | +104.6% |
| 1Y | +86.1% | -2.6% | +88.6% | +77.4% |
| All | +296.4% | -70.3% | +366.7% | +297.5% |
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 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