+533.2%
XYZ vs AMC
-98.6%
+631.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -1.0% |
| 7D | -1.0% | +2.3% | -3.3% | -1.1% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | +16.7% | +35.2% | -18.5% | +14.0% |
| 6M | +26.9% | +124.6% | -97.7% | +20.0% |
| YTD | +27.1% | +69.9% | -42.7% | +22.0% |
| 1Y | +9.3% | -2.6% | +11.8% | +7.9% |
| 3Y | +42.3% | -79.8% | +122.0% | +46.6% |
| 5Y | -69.3% | -99.4% | +30.1% | -65.3% |
| 10Y | +586.8% | -98.9% | +685.7% | +661.0% |
| All | +533.2% | -98.6% | +631.9% | +530.9% |
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 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