+47.9%
IR vs AMC
-99.1%
+147.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.3% |
| 7D | +1.5% | +5.5% | -4.0% | +1.2% |
| 30D | +9.0% | +16.1% | -7.1% | +8.0% |
| 3M | -0.9% | +43.0% | -43.8% | -3.1% |
| 6M | +13.4% | +130.7% | -117.3% | +6.7% |
| YTD | +8.5% | +121.8% | -113.3% | +1.8% |
| 1Y | +11.3% | +40.7% | -29.4% | +7.1% |
| 3Y | +26.0% | -56.8% | +82.8% | +26.1% |
| 5Y | +47.9% | -99.1% | +147.0% | +82.9% |
| All | +47.9% | -99.1% | +147.0% | +82.9% |
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 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