+209.3%
AG vs AMC
-58.0%
+267.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -2.9% | -5.1% |
| 7D | -6.0% | +8.4% | -14.5% | -6.5% |
| 30D | -14.3% | +9.2% | -23.5% | -14.7% |
| 3M | -26.9% | +32.0% | -58.9% | -28.1% |
| 6M | -42.1% | +149.3% | -191.4% | -45.1% |
| YTD | -15.9% | +114.1% | -130.0% | -19.8% |
| 1Y | +11.5% | +35.8% | -24.3% | +7.9% |
| All | +209.3% | -58.0% | +267.3% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling