+363.7%
RF vs AMC
-97.4%
+461.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.3% | -5.8% | +1.2% |
| 7D | +2.3% | +17.7% | -15.5% | +1.5% |
| 30D | +7.2% | +26.2% | -18.9% | +6.1% |
| 3M | -8.2% | +31.3% | -39.6% | -9.5% |
| 6M | +7.0% | +142.8% | -135.7% | +1.9% |
| YTD | +10.3% | +125.6% | -115.3% | +5.0% |
| 1Y | +25.1% | +40.2% | -15.2% | +21.4% |
| 3Y | +110.3% | -67.2% | +177.5% | +111.5% |
| 5Y | +47.1% | -99.1% | +146.2% | +61.8% |
| 10Y | +297.9% | -98.5% | +396.5% | +277.3% |
| All | +363.7% | -97.4% | +461.1% | +285.1% |
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