+48.4%
IR vs AMC
-99.4%
+147.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +1.0% |
| 7D | -2.8% | +2.3% | -5.1% | -3.0% |
| 30D | -15.1% | -0.7% | -14.4% | -15.2% |
| 3M | +6.1% | +35.2% | -29.1% | +3.3% |
| 6M | -16.8% | +124.6% | -141.4% | -21.8% |
| YTD | -3.5% | +69.9% | -73.4% | -8.0% |
| 1Y | -3.5% | -2.6% | -0.9% | -5.2% |
| 3Y | +9.5% | -79.8% | +89.2% | +13.8% |
| All | +48.4% | -99.4% | +147.8% | +86.0% |
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