+77.6%
SO vs AMC
-99.3%
+176.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.5% | +12.7% | +0.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +9.2% | +4.4% | +4.8% | +9.2% |
| 3M | +1.1% | +15.4% | -14.3% | +1.0% |
| 6M | -1.1% | +93.7% | -94.8% | -1.6% |
| YTD | +9.7% | +97.4% | -87.8% | +9.0% |
| 1Y | +5.5% | +23.2% | -17.7% | +5.3% |
| 3Y | +47.0% | -71.3% | +118.3% | +47.6% |
| 5Y | +77.6% | -99.3% | +176.8% | +79.9% |
| All | +77.6% | -99.3% | +176.8% | +79.9% |
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