-24.7%
U vs AMC
-94.5%
+69.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.4% |
| 7D | +36.6% | +2.6% | +34.0% | +36.1% |
| 30D | +13.3% | +9.0% | +4.3% | +12.4% |
| 3M | +26.2% | +22.2% | +4.0% | +23.7% |
| 6M | +88.7% | +91.5% | -2.7% | +76.8% |
| YTD | +16.6% | +101.3% | -84.7% | +8.3% |
| 1Y | +29.0% | +20.8% | +8.2% | +24.2% |
| 3Y | +99.5% | -71.3% | +170.8% | +104.3% |
| 5Y | -66.1% | -99.2% | +33.1% | -60.7% |
| All | -24.7% | -94.5% | +69.8% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling