+108.7%
SMR vs AMC
-58.0%
+166.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.3% | -5.5% | -7.2% |
| 7D | +10.3% | +8.4% | +1.9% | +7.9% |
| 30D | -25.7% | +9.2% | -34.9% | -27.3% |
| 3M | -49.7% | +32.0% | -81.8% | -53.9% |
| 6M | -59.8% | +149.3% | -209.1% | -71.5% |
| YTD | -66.0% | +114.1% | -180.1% | -74.9% |
| 1Y | -81.4% | +35.8% | -117.2% | -84.2% |
| All | +108.7% | -58.0% | +166.6% | +250.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling