-69.4%
U vs AMC
-99.4%
+30.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -2.0% |
| 7D | -3.8% | +2.3% | -6.1% | -4.4% |
| 30D | +17.5% | -0.7% | +18.2% | +17.0% |
| 3M | +38.7% | +35.2% | +3.5% | +23.9% |
| 6M | +104.4% | +124.6% | -20.2% | +58.0% |
| YTD | -5.7% | +69.9% | -75.6% | -22.4% |
| 1Y | +3.7% | -2.6% | +6.3% | -2.6% |
| 3Y | +12.3% | -79.8% | +92.1% | +33.0% |
| All | -69.4% | -99.4% | +30.0% | -19.1% |
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