-63.1%
W vs AMC
-99.4%
+36.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.5% |
| 7D | -4.2% | +2.3% | -6.5% | -4.7% |
| 30D | -7.6% | -0.7% | -6.8% | -7.6% |
| 3M | +37.2% | +35.2% | +2.0% | +23.0% |
| 6M | +26.3% | +124.6% | -98.3% | -1.4% |
| YTD | -1.0% | +69.9% | -70.8% | -18.1% |
| 1Y | +20.1% | -2.6% | +22.7% | +12.4% |
| 3Y | +37.8% | -79.8% | +117.6% | +63.8% |
| All | -63.1% | -99.4% | +36.3% | -17.0% |
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 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