+61.4%
T vs AMC
-98.7%
+160.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.5% |
| 7D | +2.0% | -2.8% | +4.8% | +2.0% |
| 30D | -1.0% | +14.0% | -15.0% | -1.2% |
| 3M | -8.1% | +42.5% | -50.6% | -8.6% |
| 6M | -8.3% | +142.6% | -150.8% | -9.7% |
| YTD | -6.1% | +119.2% | -125.3% | -7.6% |
| 1Y | -7.4% | +40.7% | -48.1% | -8.2% |
| 3Y | +65.4% | -57.3% | +122.7% | +65.1% |
| 5Y | +57.6% | -99.1% | +156.8% | +63.0% |
| 10Y | +61.4% | -98.7% | +160.1% | +60.4% |
| All | +61.4% | -98.7% | +160.1% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling