+385.9%
RF vs AMC
-98.1%
+484.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.3% |
| 7D | +1.3% | +2.3% | -1.0% | +1.2% |
| 30D | -3.6% | -0.7% | -2.9% | -3.6% |
| 3M | +8.1% | +35.2% | -27.1% | +5.9% |
| 6M | +11.5% | +124.6% | -113.1% | +6.4% |
| YTD | +15.6% | +69.9% | -54.3% | +11.5% |
| 1Y | +15.7% | -2.6% | +18.3% | +14.2% |
| 3Y | +86.9% | -79.8% | +166.7% | +91.0% |
| 5Y | +89.8% | -99.4% | +189.2% | +112.1% |
| 10Y | +344.7% | -98.9% | +443.6% | +324.0% |
| All | +385.9% | -98.1% | +484.0% | +309.0% |
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