-11.4%
F vs AMC
-99.3%
+87.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.5% | +11.4% | -0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +2.0% | +4.4% | -2.4% | +1.6% |
| 3M | -10.4% | +15.4% | -25.7% | -11.8% |
| 6M | +9.7% | +93.7% | -84.0% | +1.6% |
| YTD | -1.2% | +97.4% | -98.6% | -9.3% |
| 1Y | 0.0% | +23.2% | -23.2% | -4.4% |
| 3Y | +41.1% | -71.3% | +112.4% | +46.1% |
| 5Y | -11.4% | -99.3% | +87.8% | +19.5% |
| All | -11.4% | -99.3% | +87.8% | +19.5% |
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