-10.4%
DOW vs AMC
-98.1%
+87.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | +2.0% | -1.2% | +3.1% | +1.9% |
| 3M | -12.5% | +42.2% | -54.8% | -13.6% |
| 6M | -9.2% | +118.8% | -128.0% | -11.7% |
| YTD | +30.8% | +64.1% | -33.3% | +28.1% |
| 1Y | +29.4% | -9.5% | +38.9% | +28.7% |
| 3Y | -34.6% | -64.3% | +29.8% | -34.5% |
| 5Y | -35.9% | -99.5% | +63.5% | -31.5% |
| All | -10.4% | -98.1% | +87.7% | -12.0% |
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 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