+127.1%
AG vs AMC
-98.1%
+225.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.0% |
| 7D | +1.0% | +2.3% | -1.3% | +1.0% |
| 30D | +19.2% | -0.7% | +19.9% | +19.2% |
| 3M | +6.2% | +35.2% | -29.0% | +5.4% |
| 6M | -26.7% | +124.6% | -151.3% | -27.8% |
| YTD | +26.1% | +69.9% | -43.8% | +24.6% |
| 1Y | +131.7% | -2.6% | +134.2% | +130.6% |
| 3Y | +255.3% | -79.8% | +335.1% | +257.6% |
| 5Y | +61.9% | -99.4% | +161.3% | +66.8% |
| 10Y | +72.0% | -98.9% | +170.9% | +85.3% |
| All | +127.1% | -98.1% | +225.2% | +144.0% |
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