+57.5%
AG vs AMC
-98.9%
+156.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -1.0% |
| 7D | +4.5% | -0.8% | +5.3% | +4.5% |
| 30D | +12.9% | -1.2% | +14.0% | +12.9% |
| 3M | +20.9% | +42.2% | -21.3% | +20.1% |
| 6M | -19.5% | +118.8% | -138.3% | -20.5% |
| YTD | +24.8% | +64.1% | -39.3% | +23.6% |
| 1Y | +120.2% | -9.5% | +129.8% | +119.5% |
| 3Y | +279.0% | -64.3% | +343.4% | +279.1% |
| 5Y | +67.9% | -99.5% | +167.4% | +71.7% |
| 10Y | +57.5% | -98.9% | +156.4% | +37.3% |
| All | +57.5% | -98.9% | +156.4% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling