+107.1%
T vs AMC
-97.8%
+204.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.5% | +12.5% | +0.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | -9.7% | +4.4% | -14.1% | -9.8% |
| 3M | -4.3% | +15.4% | -19.7% | -4.6% |
| 6M | -13.7% | +93.7% | -107.4% | -14.8% |
| YTD | -8.0% | +97.4% | -105.4% | -9.3% |
| 1Y | -6.9% | +23.2% | -30.1% | -7.7% |
| 3Y | +59.7% | -71.3% | +131.0% | +60.3% |
| 5Y | +53.4% | -99.3% | +152.7% | +59.3% |
| 10Y | +58.2% | -98.7% | +157.0% | +56.5% |
| All | +107.1% | -97.8% | +204.8% | +96.1% |
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