+32.6%
NET vs AMC
-99.1%
+131.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.3% | -9.9% | -4.0% |
| 7D | -16.4% | +17.7% | -34.1% | -19.0% |
| 30D | -25.8% | +26.2% | -52.0% | -29.2% |
| 3M | -11.5% | +31.3% | -42.9% | -16.7% |
| 6M | +18.9% | +142.8% | -123.8% | -4.8% |
| YTD | +35.2% | +125.6% | -90.4% | +8.0% |
| 1Y | +14.5% | +40.2% | -25.8% | +0.3% |
| 3Y | +313.8% | -67.2% | +381.0% | +342.3% |
| 5Y | +32.6% | -99.1% | +131.7% | +216.8% |
| All | +32.6% | -99.1% | +131.7% | +216.8% |
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