+200.9%
TER vs AMC
-3.6%
+204.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +5.2% |
| 7D | +0.6% | +2.3% | -1.7% | +0.5% |
| 30D | -8.3% | -0.7% | -7.5% | -8.3% |
| 3M | -12.2% | +35.2% | -47.4% | -15.3% |
| 6M | +17.1% | +124.6% | -107.5% | +4.2% |
| YTD | +84.7% | +69.9% | +14.8% | +68.8% |
| All | +200.9% | -3.6% | +204.5% | +197.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling