+285.9%
SO vs AMC
-97.7%
+383.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -1.5% | +2.6% | -4.1% | -1.5% |
| 30D | +8.1% | +9.0% | -1.0% | +8.0% |
| 3M | +0.2% | +22.2% | -22.0% | +0.1% |
| 6M | +0.4% | +91.5% | -91.1% | -0.2% |
| YTD | +8.5% | +101.3% | -92.8% | +7.8% |
| 1Y | +4.9% | +20.8% | -15.8% | +4.6% |
| 3Y | +47.9% | -71.3% | +119.2% | +48.2% |
| 5Y | +75.7% | -99.2% | +174.9% | +78.3% |
| 10Y | +178.0% | -98.7% | +276.7% | +160.4% |
| All | +285.9% | -97.7% | +383.7% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling