+325.3%
IR vs AMC
-98.5%
+423.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.3% |
| 7D | +3.7% | +2.6% | +1.1% | +3.6% |
| 30D | +7.4% | +9.0% | -1.6% | +7.2% |
| 3M | -5.9% | +22.2% | -28.1% | -6.5% |
| 6M | +5.6% | +91.5% | -85.9% | +3.4% |
| YTD | +4.8% | +101.3% | -96.4% | +2.4% |
| 1Y | +6.9% | +20.8% | -13.8% | +5.6% |
| 3Y | +27.6% | -71.3% | +98.9% | +28.2% |
| 5Y | +45.8% | -99.2% | +145.1% | +53.0% |
| All | +325.3% | -98.5% | +423.8% | +310.2% |
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 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