+200.6%
W vs AMC
-98.2%
+298.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -12.5% | +4.3% | -7.2% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | +7.5% | +4.4% | +3.1% | +7.2% |
| 3M | +5.4% | +15.4% | -10.0% | +4.1% |
| 6M | +79.4% | +93.7% | -14.3% | +67.8% |
| YTD | +12.9% | +97.4% | -84.5% | +4.9% |
| 1Y | +12.4% | +23.2% | -10.8% | +8.2% |
| 3Y | +128.5% | -71.3% | +199.8% | +135.7% |
| 5Y | -54.0% | -99.3% | +45.3% | -44.6% |
| 10Y | +248.8% | -98.7% | +347.5% | +308.8% |
| All | +200.6% | -98.2% | +298.7% | +224.8% |
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 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