+54.6%
TER vs AMC
-99.3%
+153.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.6% | +2.4% |
| 7D | -20.5% | +2.6% | -23.1% | -20.6% |
| 30D | -47.0% | +9.0% | -56.0% | -47.4% |
| 3M | -43.3% | +22.2% | -65.5% | -44.4% |
| 6M | -42.9% | +91.5% | -134.4% | -47.4% |
| YTD | +12.9% | +101.3% | -88.4% | +2.8% |
| 1Y | +18.2% | +20.8% | -2.6% | +12.8% |
| 3Y | +151.8% | -71.3% | +223.1% | +161.3% |
| All | +54.6% | -99.3% | +153.8% | +105.4% |
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 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