+72.2%
F vs AMC
-98.7%
+170.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | -0.2% | +5.5% | -5.7% | -0.5% |
| 30D | +0.9% | +16.1% | -15.2% | +0.2% |
| 3M | -11.3% | +43.0% | -54.3% | -12.8% |
| 6M | +2.0% | +130.7% | -128.6% | -2.3% |
| YTD | -3.2% | +121.8% | -125.0% | -7.4% |
| 1Y | -3.5% | +40.7% | -44.1% | -6.0% |
| 3Y | +48.1% | -56.8% | +104.9% | +47.1% |
| 5Y | -13.5% | -99.1% | +85.6% | -6.1% |
| 10Y | +72.2% | -98.7% | +170.8% | +70.8% |
| All | +72.2% | -98.7% | +170.8% | +70.8% |
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