+268.3%
SO vs AMC
-98.1%
+366.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -0.8% |
| 7D | -0.2% | +2.3% | -2.5% | -0.2% |
| 30D | -4.6% | -0.7% | -3.8% | -4.6% |
| 3M | -3.0% | +35.2% | -38.2% | -3.3% |
| 6M | -8.3% | +124.6% | -132.8% | -8.9% |
| YTD | +3.5% | +69.9% | -66.3% | +3.0% |
| 1Y | -0.9% | -2.6% | +1.6% | -1.1% |
| 3Y | +45.4% | -79.8% | +125.1% | +45.8% |
| 5Y | +59.6% | -99.4% | +159.0% | +62.3% |
| 10Y | +156.6% | -98.9% | +255.5% | +140.5% |
| All | +268.3% | -98.1% | +366.3% | +237.4% |
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