+42.1%
RF vs AMC
-99.3%
+141.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -0.9% | +2.6% | -3.5% | -1.1% |
| 30D | +6.0% | +9.0% | -3.0% | +5.3% |
| 3M | -8.9% | +22.2% | -31.1% | -10.4% |
| 6M | +2.3% | +91.5% | -89.1% | -3.7% |
| YTD | +7.6% | +101.3% | -93.7% | +0.2% |
| 1Y | +21.2% | +20.8% | +0.4% | +16.9% |
| 3Y | +108.5% | -71.3% | +179.9% | +114.7% |
| All | +42.1% | -99.3% | +141.4% | +86.4% |
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