+1,698.3%
MSCI vs AMC
-97.4%
+1,795.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.3% | -1.9% | +5.2% |
| 7D | +11.5% | +17.7% | -6.3% | +11.1% |
| 30D | +22.1% | +26.2% | -4.1% | +21.4% |
| 3M | +18.4% | +31.3% | -12.9% | +17.6% |
| 6M | +16.6% | +142.8% | -126.1% | +13.8% |
| YTD | +18.8% | +125.6% | -106.8% | +15.9% |
| 1Y | +19.0% | +40.2% | -21.3% | +17.2% |
| 3Y | +40.7% | -67.2% | +107.9% | +41.0% |
| 5Y | +7.9% | -99.1% | +107.0% | +12.6% |
| 10Y | +848.9% | -98.5% | +947.4% | +908.6% |
| All | +1,698.3% | -97.4% | +1,795.8% | +1,628.9% |
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