+234.4%
B vs AMC
-98.1%
+332.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.2% |
| 7D | -1.6% | +2.3% | -3.9% | -1.6% |
| 30D | +9.4% | -0.7% | +10.2% | +9.4% |
| 3M | +5.0% | +35.2% | -30.2% | +5.4% |
| 6M | -3.5% | +124.6% | -128.1% | -2.6% |
| YTD | +4.5% | +69.9% | -65.4% | +5.2% |
| 1Y | +67.8% | -2.6% | +70.4% | +68.1% |
| 3Y | +196.7% | -79.8% | +276.5% | +194.1% |
| 5Y | +151.9% | -99.4% | +251.3% | +141.2% |
| 10Y | +202.2% | -98.9% | +301.0% | +231.0% |
| All | +234.4% | -98.1% | +332.4% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling