+1,649.3%
MSCI vs AMC
-97.8%
+1,747.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -12.5% | +9.8% | -2.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +18.2% | +4.4% | +13.8% | +18.1% |
| 3M | +15.1% | +15.4% | -0.2% | +14.6% |
| 6M | +13.7% | +93.7% | -80.0% | +11.5% |
| YTD | +15.6% | +97.4% | -81.8% | +13.1% |
| 1Y | +16.3% | +23.2% | -6.9% | +14.9% |
| 3Y | +36.9% | -71.3% | +108.2% | +37.5% |
| 5Y | +6.3% | -99.3% | +105.6% | +11.3% |
| 10Y | +823.0% | -98.7% | +921.7% | +884.0% |
| All | +1,649.3% | -97.8% | +1,747.1% | +1,586.8% |
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