-24.8%
U vs AMC
-94.0%
+69.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -0.7% |
| 7D | +32.3% | +6.6% | +25.7% | +31.4% |
| 30D | +9.7% | +14.1% | -4.4% | +8.5% |
| 3M | +19.6% | +31.3% | -11.7% | +16.6% |
| 6M | +82.6% | +126.7% | -44.0% | +68.9% |
| YTD | +16.4% | +117.9% | -101.5% | +7.5% |
| 1Y | +28.5% | +41.1% | -12.6% | +22.4% |
| 3Y | +103.8% | -61.0% | +164.7% | +104.5% |
| 5Y | -70.0% | -99.1% | +29.1% | -65.4% |
| All | -24.8% | -94.0% | +69.3% | +2.5% |
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