+146.1%
MO vs AMC
-98.7%
+244.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | -0.8% | +5.5% | -6.3% | -0.8% |
| 30D | +6.5% | +16.1% | -9.6% | +6.4% |
| 3M | +18.3% | +43.0% | -24.6% | +18.0% |
| 6M | +15.6% | +130.7% | -115.1% | +14.6% |
| YTD | +38.8% | +121.8% | -83.0% | +37.6% |
| 1Y | +41.6% | +40.7% | +1.0% | +40.9% |
| 3Y | +138.2% | -56.8% | +195.0% | +138.1% |
| 5Y | +150.5% | -99.1% | +249.6% | +155.4% |
| 10Y | +146.1% | -98.7% | +244.7% | +131.9% |
| All | +146.1% | -98.7% | +244.8% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling