-4.6%
DOW vs AMC
-97.5%
+92.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.6% |
| 7D | -6.8% | +5.5% | -12.3% | -7.0% |
| 30D | +10.8% | +16.1% | -5.3% | +10.3% |
| 3M | +4.1% | +43.0% | -38.8% | +3.1% |
| 6M | -12.7% | +130.7% | -143.4% | -15.1% |
| YTD | +39.2% | +121.8% | -82.6% | +35.2% |
| 1Y | +49.5% | +40.7% | +8.8% | +46.9% |
| 3Y | -24.4% | -56.8% | +32.4% | -24.6% |
| 5Y | -29.6% | -99.1% | +69.5% | -25.6% |
| All | -4.6% | -97.5% | +92.9% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling