+350.8%
MO vs AMC
-97.7%
+448.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.9% |
| 7D | -2.4% | +2.6% | -5.1% | -2.5% |
| 30D | +9.7% | +9.0% | +0.7% | +9.6% |
| 3M | +14.1% | +22.2% | -8.0% | +13.9% |
| 6M | +11.9% | +91.5% | -79.6% | +11.0% |
| YTD | +38.4% | +101.3% | -62.9% | +37.2% |
| 1Y | +41.9% | +20.8% | +21.1% | +41.3% |
| 3Y | +134.5% | -71.3% | +205.8% | +135.2% |
| 5Y | +147.3% | -99.2% | +246.5% | +153.3% |
| 10Y | +135.2% | -98.7% | +233.9% | +131.4% |
| All | +350.8% | -97.7% | +448.6% | +295.0% |
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