+291.3%
IR vs AMC
-98.8%
+390.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +1.2% |
| 7D | -2.8% | +2.3% | -5.1% | -2.9% |
| 30D | -15.1% | -0.7% | -14.4% | -15.1% |
| 3M | +6.1% | +35.2% | -29.1% | +4.9% |
| 6M | -16.8% | +124.6% | -141.4% | -18.9% |
| YTD | -3.5% | +69.9% | -73.4% | -5.4% |
| 1Y | -3.5% | -2.6% | -0.9% | -4.2% |
| 3Y | +9.5% | -79.8% | +89.2% | +10.6% |
| 5Y | +45.1% | -99.4% | +144.5% | +53.0% |
| All | +291.3% | -98.8% | +390.1% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling