-40.4%
TER vs AMC
+111.0%
-151.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.5% | -2.7% | -14.3% |
| 7D | -28.2% | 0.0% | -28.2% | -27.8% |
| 30D | -50.6% | +4.4% | -55.0% | -50.4% |
| 3M | -45.3% | +15.4% | -60.7% | -45.3% |
| 6M | -40.4% | +93.7% | -134.1% | -42.1% |
| All | -40.4% | +111.0% | -151.3% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling