+11.7%
IR vs AMC
+33.2%
-21.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | +2.5% | +3.5% | -1.0% | +2.2% |
| 30D | +9.2% | +12.5% | -3.3% | +8.3% |
| 3M | +0.9% | +23.6% | -22.6% | -0.6% |
| 6M | +19.2% | +144.4% | -125.1% | +7.8% |
| YTD | +7.5% | +108.3% | -100.9% | -0.7% |
| 1Y | +11.7% | +38.9% | -27.2% | +13.9% |
| All | +11.7% | +33.2% | -21.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling