+71.9%
AG vs AMC
-97.5%
+169.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.3% | -3.6% | +4.5% |
| 7D | +10.8% | +6.6% | +4.2% | +10.7% |
| 30D | -8.2% | +14.1% | -22.3% | -8.4% |
| 3M | -13.7% | +31.3% | -45.0% | -14.1% |
| 6M | -27.3% | +126.7% | -153.9% | -28.4% |
| YTD | -4.6% | +117.9% | -122.5% | -6.1% |
| 1Y | +39.4% | +41.1% | -1.7% | +37.9% |
| 3Y | +244.1% | -61.0% | +305.1% | +243.8% |
| 5Y | +16.8% | -99.1% | +115.9% | +19.7% |
| 10Y | +71.7% | -98.7% | +170.4% | +87.2% |
| All | +71.9% | -97.5% | +169.4% | +83.8% |
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