+21.9%
XYZ vs AMC
+141.1%
-119.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.3% | +8.0% | +14.5% |
| 7D | +16.5% | +17.7% | -1.2% | +14.7% |
| 30D | +15.0% | +26.2% | -11.2% | +12.4% |
| 3M | +3.5% | +31.3% | -27.8% | +0.4% |
| 6M | +21.9% | +142.8% | -120.9% | +9.9% |
| All | +21.9% | +141.1% | -119.2% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling