+420.4%
FIX vs AMC
-72.0%
+492.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -12.5% | +0.9% | -11.0% |
| 7D | -27.2% | 0.0% | -27.2% | -27.2% |
| 30D | -46.9% | +4.4% | -51.3% | -47.0% |
| 3M | -44.4% | +15.4% | -59.8% | -44.8% |
| 6M | -50.9% | +93.7% | -144.6% | -52.6% |
| YTD | +3.5% | +97.4% | -93.9% | -0.6% |
| 1Y | -2.1% | +23.2% | -25.3% | -4.2% |
| All | +420.4% | -72.0% | +492.4% | +456.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling