-45.9%
SMR vs AMC
-98.2%
+52.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.3% | -1.2% | +5.5% |
| 7D | +1.7% | +6.6% | -4.9% | +0.6% |
| 30D | -24.4% | +14.1% | -38.5% | -26.1% |
| 3M | -44.6% | +31.3% | -75.9% | -47.6% |
| 6M | -56.7% | +126.7% | -183.3% | -64.3% |
| YTD | -61.6% | +117.9% | -179.6% | -68.2% |
| 1Y | -82.1% | +41.1% | -123.1% | -83.9% |
| 3Y | +161.5% | -61.0% | +222.5% | +169.2% |
| All | -45.9% | -98.2% | +52.3% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling