+67.7%
T vs AMC
-99.4%
+167.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.3% | -2.0% |
| 7D | -1.3% | +2.3% | -3.6% | -1.3% |
| 30D | +11.4% | -0.7% | +12.1% | +11.3% |
| 3M | +14.3% | +35.2% | -20.9% | +13.2% |
| 6M | -9.3% | +124.6% | -133.8% | -11.2% |
| YTD | +7.1% | +69.9% | -62.8% | +5.4% |
| 1Y | -9.1% | -2.6% | -6.5% | -9.5% |
| 3Y | +105.3% | -79.8% | +185.1% | +109.1% |
| All | +67.7% | -99.4% | +167.1% | +86.3% |
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