+893.4%
NDAQ vs AMC
-97.7%
+991.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.2% |
| 7D | +0.8% | +2.6% | -1.8% | +0.8% |
| 30D | +16.5% | +9.0% | +7.5% | +16.3% |
| 3M | +13.5% | +22.2% | -8.7% | +13.0% |
| 6M | +20.9% | +91.5% | -70.5% | +18.9% |
| YTD | +11.4% | +101.3% | -89.9% | +9.3% |
| 1Y | +25.9% | +20.8% | +5.2% | +24.7% |
| 3Y | +119.9% | -71.3% | +191.2% | +120.6% |
| 5Y | +61.7% | -99.2% | +161.0% | +68.2% |
| 10Y | +481.6% | -98.7% | +580.3% | +495.0% |
| All | +893.4% | -97.7% | +991.2% | +807.1% |
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