-68.4%
U vs AMC
-99.3%
+30.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.1% |
| 7D | +36.6% | +2.6% | +34.0% | +35.0% |
| 30D | +13.3% | +9.0% | +4.3% | +10.6% |
| 3M | +26.2% | +22.2% | +4.0% | +18.5% |
| 6M | +88.7% | +91.5% | -2.7% | +51.9% |
| YTD | +16.6% | +101.3% | -84.7% | -8.8% |
| 1Y | +29.0% | +20.8% | +8.2% | +13.8% |
| 3Y | +99.5% | -71.3% | +170.8% | +123.6% |
| All | -68.4% | -99.3% | +30.8% | -22.4% |
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