+25.7%
NDAQ vs AMC
+33.2%
-7.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | +1.3% | +3.5% | -2.2% | +1.1% |
| 30D | +18.0% | +12.5% | +5.5% | +17.5% |
| 3M | +11.5% | +23.6% | -12.0% | +10.6% |
| 6M | +21.1% | +144.4% | -123.3% | +15.3% |
| YTD | +12.8% | +108.3% | -95.5% | +6.4% |
| 1Y | +25.7% | +38.9% | -13.2% | +24.3% |
| All | +25.7% | +33.2% | -7.5% | +24.3% |
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