+62.6%
NDAQ vs AMC
-99.3%
+161.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.2% |
| 7D | +0.8% | +2.6% | -1.8% | +0.7% |
| 30D | +16.5% | +9.0% | +7.5% | +16.1% |
| 3M | +13.5% | +22.2% | -8.7% | +12.5% |
| 6M | +20.9% | +91.5% | -70.5% | +17.0% |
| YTD | +11.4% | +101.3% | -89.9% | +7.2% |
| 1Y | +25.9% | +20.8% | +5.2% | +23.4% |
| 3Y | +119.9% | -71.3% | +191.2% | +122.5% |
| All | +62.6% | -99.3% | +161.9% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling