+43.7%
RF vs AMC
-99.3%
+143.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.5% | +10.4% | -1.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.7% |
| 30D | +5.0% | +4.4% | +0.6% | +4.6% |
| 3M | -10.0% | +15.4% | -25.3% | -11.1% |
| 6M | +3.3% | +93.7% | -90.4% | -2.9% |
| YTD | +7.9% | +97.4% | -89.5% | +0.7% |
| 1Y | +21.2% | +23.2% | -2.0% | +16.8% |
| 3Y | +105.8% | -71.3% | +177.1% | +111.8% |
| 5Y | +43.7% | -99.3% | +143.0% | +84.5% |
| All | +43.7% | -99.3% | +143.0% | +84.5% |
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