-10.8%
DOW vs AMC
-98.1%
+87.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.4% | -3.1% |
| 7D | -2.4% | +2.3% | -4.7% | -2.4% |
| 30D | +0.4% | -0.7% | +1.1% | +0.3% |
| 3M | -14.4% | +35.2% | -49.6% | -15.4% |
| 6M | -7.0% | +124.6% | -131.6% | -9.6% |
| YTD | +30.2% | +69.9% | -39.7% | +27.4% |
| 1Y | +29.2% | -2.6% | +31.8% | +28.2% |
| 3Y | -36.7% | -79.8% | +43.1% | -35.9% |
| 5Y | -37.7% | -99.4% | +61.7% | -33.6% |
| All | -10.8% | -98.1% | +87.3% | -12.4% |
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