+53.9%
F vs AMC
-99.4%
+153.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.9% | +1.1% |
| 7D | +5.3% | +2.3% | +3.0% | +5.1% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | -3.7% | +35.2% | -38.9% | -7.3% |
| 6M | +16.8% | +124.6% | -107.8% | +6.5% |
| YTD | +15.3% | +69.9% | -54.6% | +7.4% |
| 1Y | +31.0% | -2.6% | +33.6% | +27.8% |
| 3Y | +45.4% | -79.8% | +125.2% | +53.8% |
| All | +53.9% | -99.4% | +153.4% | +118.8% |
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 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