+99.6%
MO vs AMC
-99.4%
+199.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.9% |
| 7D | +0.3% | +2.3% | -2.0% | +0.3% |
| 30D | +0.6% | -0.7% | +1.4% | +0.6% |
| 3M | -1.0% | +35.2% | -36.2% | -1.0% |
| 6M | +4.3% | +124.6% | -120.2% | +4.1% |
| YTD | +23.3% | +69.9% | -46.6% | +23.1% |
| 1Y | +10.5% | -2.6% | +13.0% | +10.6% |
| 3Y | +96.3% | -79.8% | +176.0% | +96.7% |
| All | +99.6% | -99.4% | +199.0% | +94.5% |
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 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