+106.7%
NI vs AMC
-99.3%
+206.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -0.9% | +2.6% | -3.6% | -1.0% |
| 30D | +9.6% | +9.0% | +0.6% | +9.4% |
| 3M | +2.5% | +22.2% | -19.7% | +2.0% |
| 6M | -5.8% | +91.5% | -97.3% | -7.4% |
| YTD | +8.6% | +101.3% | -92.7% | +6.4% |
| 1Y | +6.0% | +20.8% | -14.8% | +4.9% |
| 3Y | +91.0% | -71.3% | +162.4% | +92.2% |
| All | +106.7% | -99.3% | +206.0% | +122.5% |
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