+3.3%
RF vs AMC
+111.0%
-107.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.5% | +10.4% | -2.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.5% |
| 30D | +5.0% | +4.4% | +0.6% | +5.1% |
| 3M | -10.0% | +15.4% | -25.3% | -9.8% |
| 6M | +3.3% | +93.7% | -90.4% | +0.3% |
| All | +3.3% | +111.0% | -107.6% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling