-2.6%
AMC vs AGI
+17.6%
-20.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.6% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | -0.7% | +18.2% | -19.0% | -2.9% |
| 3M | +35.2% | -4.1% | +39.3% | +36.5% |
| 6M | +124.6% | -28.7% | +153.3% | +129.9% |
| YTD | +69.9% | -4.0% | +73.9% | +72.2% |
| 1Y | -2.6% | +17.4% | -20.0% | -3.5% |
| All | -2.6% | +17.6% | -20.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling