-53.7%
SMR vs AMC
-98.3%
+44.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.8% |
| 7D | -8.3% | +3.5% | -11.8% | -8.8% |
| 30D | -20.1% | +12.5% | -32.5% | -21.7% |
| 3M | -52.7% | +23.6% | -76.3% | -54.7% |
| 6M | -61.0% | +144.4% | -205.4% | -68.3% |
| YTD | -67.1% | +108.3% | -175.4% | -72.5% |
| 1Y | -79.9% | +38.9% | -118.8% | -81.9% |
| 3Y | +101.7% | -58.9% | +160.6% | +107.5% |
| All | -53.7% | -98.3% | +44.6% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling