-54.2%
W vs AMC
-99.3%
+45.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.9% |
| 7D | -3.6% | +2.6% | -6.2% | -4.1% |
| 30D | +7.0% | +9.0% | -2.1% | +4.9% |
| 3M | +7.4% | +22.2% | -14.8% | +1.9% |
| 6M | +69.3% | +91.5% | -22.2% | +38.0% |
| YTD | +11.3% | +101.3% | -90.0% | -11.9% |
| 1Y | +13.2% | +20.8% | -7.6% | +0.8% |
| 3Y | +142.0% | -71.3% | +213.3% | +174.0% |
| All | -54.2% | -99.3% | +45.0% | +5.8% |
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