+19.0%
MSCI vs AMC
+38.0%
-19.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.3% | -1.9% | +5.0% |
| 7D | +11.5% | +17.7% | -6.3% | +10.5% |
| 30D | +22.1% | +26.2% | -4.1% | +20.6% |
| 3M | +18.4% | +31.3% | -12.9% | +16.5% |
| 6M | +16.6% | +142.8% | -126.1% | +10.8% |
| YTD | +18.8% | +125.6% | -106.8% | +10.8% |
| 1Y | +19.0% | +40.2% | -21.3% | +13.0% |
| All | +19.0% | +38.0% | -19.1% | +13.0% |
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 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