+79.8%
F vs AMC
-98.7%
+178.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.8% |
| 7D | +1.6% | +2.6% | -1.1% | +1.4% |
| 30D | +2.6% | +9.0% | -6.4% | +2.2% |
| 3M | -8.8% | +22.2% | -31.0% | -9.7% |
| 6M | +4.6% | +91.5% | -86.8% | +1.0% |
| YTD | -1.9% | +101.3% | -103.2% | -5.8% |
| 1Y | -0.8% | +20.8% | -21.5% | -2.8% |
| 3Y | +43.5% | -71.3% | +114.8% | +44.8% |
| 5Y | -12.1% | -99.2% | +87.2% | -3.9% |
| All | +79.8% | -98.7% | +178.5% | +77.1% |
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