+70.5%
NDAQ vs AMC
-99.1%
+169.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.3% |
| 7D | +2.9% | +5.5% | -2.6% | +2.6% |
| 30D | +17.5% | +16.1% | +1.4% | +16.8% |
| 3M | +15.4% | +43.0% | -27.5% | +13.7% |
| 6M | +24.6% | +130.7% | -106.1% | +19.7% |
| YTD | +14.4% | +121.8% | -107.4% | +9.7% |
| 1Y | +26.9% | +40.7% | -13.7% | +23.7% |
| 3Y | +119.8% | -56.8% | +176.6% | +119.0% |
| 5Y | +70.5% | -99.1% | +169.6% | +100.6% |
| All | +70.5% | -99.1% | +169.6% | +100.6% |
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