+795.2%
LYV vs AMC
-98.1%
+893.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.6% |
| 7D | -3.8% | -0.8% | -3.0% | -3.8% |
| 30D | -5.7% | -1.2% | -4.5% | -5.7% |
| 3M | +6.9% | +42.2% | -35.4% | +4.0% |
| 6M | +9.2% | +118.8% | -109.6% | +3.1% |
| YTD | +19.6% | +64.1% | -44.5% | +14.5% |
| 1Y | +0.6% | -9.5% | +10.2% | -0.6% |
| 3Y | +110.6% | -64.3% | +174.9% | +111.1% |
| 5Y | +96.6% | -99.5% | +196.1% | +131.0% |
| 10Y | +546.4% | -98.9% | +645.3% | +514.3% |
| All | +795.2% | -98.1% | +893.4% | +669.5% |
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