-55.9%
W vs AMC
-99.2%
+43.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.0% |
| 7D | +0.2% | +3.5% | -3.3% | -0.7% |
| 30D | +6.8% | +12.5% | -5.6% | +4.0% |
| 3M | +10.7% | +23.6% | -12.9% | +4.7% |
| 6M | +86.3% | +144.4% | -58.0% | +43.2% |
| YTD | +11.5% | +108.3% | -96.9% | -12.7% |
| 1Y | +5.1% | +38.9% | -33.8% | -9.5% |
| 3Y | +171.0% | -58.9% | +229.9% | +177.6% |
| All | -55.9% | -99.2% | +43.3% | +4.5% |
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