-28.6%
U vs AMC
-94.6%
+66.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -12.5% | +27.4% | +15.8% |
| 7D | +24.3% | 0.0% | +24.3% | +24.0% |
| 30D | +8.6% | +4.4% | +4.2% | +8.1% |
| 3M | +37.6% | +15.4% | +22.2% | +35.4% |
| 6M | +78.5% | +93.7% | -15.2% | +67.0% |
| YTD | +10.5% | +97.4% | -87.0% | +2.8% |
| 1Y | +15.2% | +23.2% | -8.0% | +10.8% |
| 3Y | +76.6% | -71.3% | +147.8% | +80.8% |
| 5Y | -67.9% | -99.3% | +31.4% | -62.7% |
| All | -28.6% | -94.6% | +66.0% | -2.0% |
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