+55.2%
T vs AMC
-99.1%
+154.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.6% |
| 7D | +2.6% | +5.5% | -2.9% | +2.5% |
| 30D | -1.1% | +16.1% | -17.2% | -1.4% |
| 3M | -7.7% | +43.0% | -50.7% | -8.4% |
| 6M | -10.6% | +130.7% | -141.3% | -12.4% |
| YTD | -7.5% | +121.8% | -129.3% | -9.4% |
| 1Y | -7.4% | +40.7% | -48.1% | -8.5% |
| 3Y | +63.1% | -56.8% | +119.9% | +63.6% |
| 5Y | +55.2% | -99.1% | +154.3% | +77.2% |
| All | +55.2% | -99.1% | +154.3% | +77.2% |
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 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