-63.9%
XYZ vs AMC
-99.3%
+35.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +12.1% | +2.6% | +9.5% | +11.7% |
| 30D | +12.4% | +9.0% | +3.3% | +10.7% |
| 3M | +8.2% | +22.2% | -14.0% | +3.7% |
| 6M | +20.7% | +91.5% | -70.8% | +3.1% |
| YTD | +31.3% | +101.3% | -70.0% | +9.9% |
| 1Y | +20.5% | +20.8% | -0.3% | +10.5% |
| 3Y | +72.6% | -71.3% | +143.9% | +89.2% |
| All | -63.9% | -99.3% | +35.4% | -24.1% |
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