+109.4%
C vs AMC
-99.3%
+208.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -12.5% | +7.5% | -4.3% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -7.3% | +4.4% | -11.7% | -7.6% |
| 3M | -13.5% | +15.4% | -28.8% | -14.4% |
| 6M | -6.5% | +93.7% | -100.2% | -11.3% |
| YTD | +3.6% | +97.4% | -93.8% | -2.3% |
| 1Y | +18.9% | +23.2% | -4.3% | +15.0% |
| 3Y | +205.0% | -71.3% | +276.2% | +210.5% |
| 5Y | +109.4% | -99.3% | +208.6% | +149.0% |
| All | +109.4% | -99.3% | +208.6% | +149.0% |
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