-49.5%
SMR vs AMC
-98.3%
+48.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.9% | +14.3% | +15.9% |
| 7D | -9.6% | +2.6% | -12.2% | -10.0% |
| 30D | -33.8% | +9.0% | -42.8% | -34.7% |
| 3M | -46.4% | +22.2% | -68.5% | -48.5% |
| 6M | -62.4% | +91.5% | -153.9% | -68.0% |
| YTD | -64.1% | +101.3% | -165.4% | -69.9% |
| 1Y | -84.3% | +20.8% | -105.1% | -85.6% |
| 3Y | +55.8% | -71.3% | +127.2% | +67.3% |
| All | -49.5% | -98.3% | +48.8% | -41.7% |
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