+890.7%
NDAQ vs AMC
-97.8%
+988.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.5% | +9.9% | -2.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +15.8% | +4.4% | +11.4% | +15.7% |
| 3M | +13.4% | +15.4% | -2.0% | +12.9% |
| 6M | +20.9% | +93.7% | -72.8% | +18.8% |
| YTD | +11.1% | +97.4% | -86.3% | +9.0% |
| 1Y | +26.5% | +23.2% | +3.3% | +25.2% |
| 3Y | +121.5% | -71.3% | +192.8% | +122.2% |
| 5Y | +61.3% | -99.3% | +160.6% | +67.8% |
| 10Y | +480.0% | -98.7% | +578.7% | +493.6% |
| All | +890.7% | -97.8% | +988.5% | +805.0% |
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