+785.4%
MSCI vs AMC
-98.7%
+884.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.3% |
| 7D | +2.8% | +2.6% | +0.2% | +2.8% |
| 30D | +15.4% | +9.0% | +6.4% | +15.2% |
| 3M | +13.4% | +22.2% | -8.8% | +12.8% |
| 6M | +10.9% | +91.5% | -80.6% | +9.0% |
| YTD | +13.0% | +101.3% | -88.3% | +10.7% |
| 1Y | +12.0% | +20.8% | -8.7% | +10.9% |
| 3Y | +34.1% | -71.3% | +105.4% | +34.6% |
| 5Y | +3.9% | -99.2% | +103.1% | +7.8% |
| All | +785.4% | -98.7% | +884.1% | +780.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling