+349.0%
MO vs AMC
-97.5%
+446.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.7% | -0.5% |
| 7D | -1.8% | +6.6% | -8.3% | -1.8% |
| 30D | +5.8% | +14.1% | -8.3% | +5.6% |
| 3M | +12.7% | +31.3% | -18.6% | +12.4% |
| 6M | +14.8% | +126.7% | -111.9% | +13.7% |
| YTD | +37.8% | +117.9% | -80.1% | +36.5% |
| 1Y | +39.5% | +41.1% | -1.6% | +38.7% |
| 3Y | +136.1% | -61.0% | +197.0% | +136.1% |
| 5Y | +148.5% | -99.1% | +247.7% | +154.3% |
| 10Y | +135.5% | -98.7% | +234.2% | +132.9% |
| All | +349.0% | -97.5% | +446.5% | +293.1% |
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