+135.2%
B vs AMC
-99.3%
+234.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.5% | +13.0% | +0.8% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | -0.9% | +4.4% | -5.3% | -1.0% |
| 3M | -1.4% | +15.4% | -16.7% | -1.8% |
| 6M | +5.0% | +93.7% | -88.7% | +3.2% |
| YTD | -5.8% | +97.4% | -103.3% | -7.7% |
| 1Y | +25.6% | +23.2% | +2.4% | +24.1% |
| 3Y | +161.6% | -71.3% | +232.9% | +162.0% |
| 5Y | +135.2% | -99.3% | +234.5% | +149.1% |
| All | +135.2% | -99.3% | +234.5% | +149.1% |
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