+185.1%
O vs AMC
-97.8%
+282.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.5% | +13.0% | +0.8% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +10.2% | +4.4% | +5.8% | +10.0% |
| 3M | -3.8% | +15.4% | -19.1% | -4.2% |
| 6M | -3.8% | +93.7% | -97.5% | -6.0% |
| YTD | +10.3% | +97.4% | -87.1% | +7.6% |
| 1Y | +11.9% | +23.2% | -11.3% | +10.3% |
| 3Y | +38.1% | -71.3% | +109.4% | +39.0% |
| 5Y | +11.1% | -99.3% | +110.3% | +18.3% |
| 10Y | +72.7% | -98.7% | +171.5% | +46.8% |
| All | +185.1% | -97.8% | +282.8% | +149.1% |
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