+3,653.2%
FIX vs AMC
-98.7%
+3,751.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.4% |
| 7D | -17.5% | +2.6% | -20.1% | -17.5% |
| 30D | -41.6% | +9.0% | -50.6% | -41.7% |
| 3M | -40.6% | +22.2% | -62.8% | -41.0% |
| 6M | -49.4% | +91.5% | -140.8% | -50.7% |
| YTD | +9.2% | +101.3% | -92.1% | +5.8% |
| 1Y | +6.5% | +20.8% | -14.3% | +4.8% |
| 3Y | +448.7% | -71.3% | +520.0% | +453.7% |
| 5Y | +948.7% | -99.2% | +1,048.0% | +1,028.0% |
| All | +3,653.2% | -98.7% | +3,751.9% | +3,736.5% |
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 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