-29.5%
DOW vs AMC
-99.3%
+69.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -1.9% |
| 7D | -9.5% | +2.6% | -12.1% | -9.6% |
| 30D | +13.1% | +9.0% | +4.0% | +12.6% |
| 3M | +4.8% | +22.2% | -17.3% | +3.8% |
| 6M | -16.7% | +91.5% | -108.1% | -19.5% |
| YTD | +38.9% | +101.3% | -62.4% | +33.2% |
| 1Y | +48.3% | +20.8% | +27.5% | +45.5% |
| 3Y | -24.4% | -71.3% | +47.0% | -22.7% |
| All | -29.5% | -99.3% | +69.7% | -13.5% |
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 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