+570.5%
XYZ vs AMC
-98.2%
+668.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.3% | +8.0% | +14.9% |
| 7D | +16.5% | +17.7% | -1.2% | +15.5% |
| 30D | +15.0% | +26.2% | -11.2% | +13.5% |
| 3M | +3.5% | +31.3% | -27.8% | +1.8% |
| 6M | +21.9% | +142.8% | -120.9% | +14.8% |
| YTD | +34.6% | +125.6% | -91.0% | +27.0% |
| 1Y | +20.7% | +40.2% | -19.5% | +16.7% |
| 3Y | +80.0% | -67.2% | +147.2% | +81.7% |
| 5Y | -64.6% | -99.1% | +34.5% | -60.6% |
| 10Y | +619.5% | -98.5% | +718.0% | +690.0% |
| All | +570.5% | -98.2% | +668.7% | +556.8% |
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