+77.3%
SO vs AMC
-99.2%
+176.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -6.9% | +1.3% |
| 7D | -1.1% | +6.6% | -7.7% | -1.1% |
| 30D | +8.6% | +14.1% | -5.5% | +8.5% |
| 3M | +1.8% | +31.3% | -29.5% | +1.6% |
| 6M | +3.6% | +126.7% | -123.0% | +3.0% |
| YTD | +9.9% | +117.9% | -108.0% | +9.2% |
| 1Y | +5.7% | +41.1% | -35.4% | +5.4% |
| 3Y | +52.5% | -61.0% | +113.5% | +52.8% |
| 5Y | +77.3% | -99.1% | +176.5% | +82.3% |
| All | +77.3% | -99.2% | +176.5% | +82.3% |
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