+261.5%
C vs AMC
-98.1%
+359.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.5% |
| 7D | +3.6% | +2.3% | +1.3% | +3.5% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | +2.4% | +35.2% | -32.8% | +0.4% |
| 6M | +24.9% | +124.6% | -99.6% | +19.4% |
| YTD | +19.8% | +69.9% | -50.1% | +15.7% |
| 1Y | +44.9% | -2.6% | +47.4% | +43.0% |
| 3Y | +263.0% | -79.8% | +342.7% | +270.5% |
| 5Y | +129.5% | -99.4% | +228.9% | +156.3% |
| 10Y | +291.6% | -98.9% | +390.5% | +268.4% |
| All | +261.5% | -98.1% | +359.6% | +217.1% |
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 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