+78.7%
SO vs AMC
-99.2%
+177.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.2% |
| 7D | +1.4% | +3.5% | -2.1% | +1.3% |
| 30D | +4.7% | +12.5% | -7.7% | +4.6% |
| 3M | +1.7% | +23.6% | -21.9% | +1.6% |
| 6M | +2.2% | +144.4% | -142.2% | +1.4% |
| YTD | +10.0% | +108.3% | -98.4% | +9.2% |
| 1Y | +6.0% | +38.9% | -32.8% | +5.7% |
| 3Y | +54.1% | -58.9% | +113.0% | +54.3% |
| All | +78.7% | -99.2% | +177.9% | +82.7% |
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