+67.2%
AG vs AMC
-99.4%
+166.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.2% |
| 7D | +1.0% | +2.3% | -1.3% | +0.9% |
| 30D | +19.2% | -0.7% | +19.9% | +19.2% |
| 3M | +6.2% | +35.2% | -29.0% | +3.7% |
| 6M | -26.7% | +124.6% | -151.3% | -30.5% |
| YTD | +26.1% | +69.9% | -43.8% | +21.1% |
| 1Y | +131.7% | -2.6% | +134.2% | +128.1% |
| 3Y | +255.3% | -79.8% | +335.1% | +268.1% |
| All | +67.2% | -99.4% | +166.6% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling