+46.8%
IR vs AMC
-99.2%
+145.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +4.3% | +8.4% | -4.2% | +3.8% |
| 30D | +8.1% | +9.2% | -1.1% | +7.5% |
| 3M | +0.7% | +32.0% | -31.3% | -1.1% |
| 6M | +16.6% | +149.3% | -132.6% | +9.2% |
| YTD | +7.8% | +114.1% | -106.3% | +1.4% |
| 1Y | +9.9% | +35.8% | -25.9% | +6.0% |
| 3Y | +25.2% | -58.3% | +83.5% | +25.5% |
| 5Y | +46.8% | -99.2% | +146.0% | +81.8% |
| All | +46.8% | -99.2% | +145.9% | +81.8% |
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