0.0%
F vs AMC
+21.7%
-21.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.5% | +11.4% | -0.6% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.0% | +4.4% | -2.4% | +1.8% |
| 3M | -10.4% | +15.4% | -25.7% | -11.0% |
| 6M | +9.7% | +93.7% | -84.0% | +4.1% |
| YTD | -1.2% | +97.4% | -98.6% | -6.7% |
| 1Y | 0.0% | +23.2% | -23.2% | +3.2% |
| All | 0.0% | +21.7% | -21.7% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling