+622.3%
MSCI vs AMC
-98.9%
+721.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.4% |
| 7D | +0.4% | +2.3% | -1.9% | +0.3% |
| 30D | +0.6% | -0.7% | +1.3% | +0.5% |
| 3M | -7.1% | +35.2% | -42.3% | -7.9% |
| 6M | +0.8% | +124.6% | -123.7% | -1.2% |
| YTD | +1.0% | +69.9% | -68.9% | -0.6% |
| 1Y | +4.3% | -2.6% | +6.9% | +3.7% |
| 3Y | +9.9% | -79.8% | +89.7% | +10.9% |
| 5Y | -6.8% | -99.4% | +92.6% | -2.8% |
| All | +622.3% | -98.9% | +721.2% | +623.4% |
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