-73.3%
U vs AMC
-99.2%
+25.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +5.8% |
| 7D | +2.6% | +3.5% | -0.9% | +1.6% |
| 30D | +27.6% | +12.5% | +15.1% | +23.3% |
| 3M | +15.3% | +23.6% | -8.2% | +7.9% |
| 6M | +96.4% | +144.4% | -48.0% | +48.7% |
| YTD | +19.6% | +108.3% | -88.8% | -7.6% |
| 1Y | +42.1% | +38.9% | +3.2% | +20.9% |
| 3Y | +87.5% | -58.9% | +146.4% | +90.6% |
| All | -73.3% | -99.2% | +25.9% | -34.2% |
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