+190.6%
O vs AMC
-98.1%
+288.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.9% |
| 7D | -0.7% | +2.3% | -3.1% | -0.8% |
| 30D | -1.9% | -0.7% | -1.1% | -1.9% |
| 3M | +3.8% | +35.2% | -31.4% | +2.7% |
| 6M | -4.7% | +124.6% | -129.3% | -7.3% |
| YTD | +12.5% | +69.9% | -57.4% | +10.2% |
| 1Y | +10.8% | -2.6% | +13.4% | +10.0% |
| 3Y | +28.8% | -79.8% | +108.5% | +30.3% |
| 5Y | +13.2% | -99.4% | +112.6% | +21.2% |
| 10Y | +53.5% | -98.9% | +152.3% | +30.7% |
| All | +190.6% | -98.1% | +288.7% | +155.1% |
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