+182.9%
O vs AMC
-97.7%
+280.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | +3.7% | +2.6% | +1.1% | +3.6% |
| 30D | +11.2% | +9.0% | +2.2% | +10.9% |
| 3M | -4.0% | +22.2% | -26.2% | -4.6% |
| 6M | -5.2% | +91.5% | -96.7% | -7.3% |
| YTD | +9.5% | +101.3% | -91.8% | +6.7% |
| 1Y | +10.6% | +20.8% | -10.2% | +9.1% |
| 3Y | +38.1% | -71.3% | +109.4% | +39.0% |
| 5Y | +10.2% | -99.2% | +109.5% | +17.3% |
| 10Y | +71.4% | -98.7% | +170.1% | +45.6% |
| All | +182.9% | -97.7% | +280.6% | +147.0% |
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