+41.6%
MO vs AMC
+43.0%
-1.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | -0.8% | +5.5% | -6.3% | -0.6% |
| 30D | +6.5% | +16.1% | -9.6% | +7.0% |
| 3M | +18.3% | +43.0% | -24.6% | +19.8% |
| 6M | +15.6% | +130.7% | -115.1% | +20.3% |
| YTD | +38.8% | +121.8% | -83.0% | +44.2% |
| 1Y | +41.6% | +40.7% | +1.0% | +50.2% |
| All | +41.6% | +43.0% | -1.4% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling