-22.7%
U vs AMC
-94.3%
+71.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +5.4% |
| 7D | +2.6% | +3.5% | -0.9% | +2.3% |
| 30D | +27.6% | +12.5% | +15.1% | +26.2% |
| 3M | +15.3% | +23.6% | -8.2% | +13.0% |
| 6M | +96.4% | +144.4% | -48.0% | +80.6% |
| YTD | +19.6% | +108.3% | -88.8% | +10.8% |
| 1Y | +42.1% | +38.9% | +3.2% | +35.5% |
| 3Y | +87.5% | -58.9% | +146.4% | +87.8% |
| 5Y | -73.1% | -99.2% | +26.0% | -68.9% |
| All | -22.7% | -94.3% | +71.6% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling