+72.4%
TER vs AMC
-99.2%
+171.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.3% | +4.5% | +11.9% |
| 7D | -5.8% | +6.6% | -12.3% | -6.2% |
| 30D | -38.9% | +14.1% | -53.0% | -39.6% |
| 3M | -35.1% | +31.3% | -66.4% | -36.8% |
| 6M | -31.6% | +126.7% | -158.2% | -38.0% |
| YTD | +27.2% | +117.9% | -90.7% | +15.0% |
| 1Y | +35.2% | +41.1% | -5.9% | +27.2% |
| 3Y | +192.8% | -61.0% | +253.8% | +195.3% |
| 5Y | +72.4% | -99.1% | +171.6% | +128.1% |
| All | +72.4% | -99.2% | +171.6% | +128.1% |
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 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