+1,286.4%
TER vs AMC
-97.8%
+1,384.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.5% | -2.7% | -14.8% |
| 7D | -28.2% | 0.0% | -28.2% | -28.2% |
| 30D | -50.6% | +4.4% | -55.0% | -50.6% |
| 3M | -45.3% | +15.4% | -60.7% | -45.7% |
| 6M | -40.4% | +93.7% | -134.1% | -42.2% |
| YTD | +10.0% | +97.4% | -87.4% | +6.3% |
| 1Y | +13.6% | +23.2% | -9.6% | +11.5% |
| 3Y | +145.2% | -71.3% | +216.5% | +147.4% |
| 5Y | +50.4% | -99.3% | +149.6% | +61.3% |
| 10Y | +882.9% | -98.7% | +981.7% | +998.9% |
| All | +1,286.4% | -97.8% | +1,384.2% | +1,359.6% |
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