+394.6%
NI vs AMC
-98.1%
+492.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -0.7% |
| 7D | +2.0% | +2.3% | -0.3% | +2.0% |
| 30D | -3.5% | -0.7% | -2.8% | -3.6% |
| 3M | -9.1% | +35.2% | -44.3% | -9.6% |
| 6M | -11.8% | +124.6% | -136.4% | -12.8% |
| YTD | +1.1% | +69.9% | -68.8% | +0.2% |
| 1Y | +6.7% | -2.6% | +9.3% | +6.3% |
| 3Y | +71.1% | -79.8% | +150.9% | +71.8% |
| 5Y | +94.3% | -99.4% | +193.7% | +98.9% |
| 10Y | +135.8% | -98.9% | +234.7% | +125.2% |
| All | +394.6% | -98.1% | +492.7% | +328.9% |
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