+105.5%
B vs AMC
-99.2%
+204.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | -7.3% | +3.5% | -10.8% | -7.4% |
| 30D | -3.3% | +12.5% | -15.8% | -3.6% |
| 3M | -7.8% | +23.6% | -31.3% | -8.3% |
| 6M | -15.5% | +144.4% | -159.9% | -17.4% |
| YTD | -12.3% | +108.3% | -120.6% | -14.1% |
| 1Y | +5.4% | +38.9% | -33.5% | +3.8% |
| 3Y | +165.5% | -58.9% | +224.4% | +164.5% |
| All | +105.5% | -99.2% | +204.7% | +120.2% |
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