-98.7%
AMC vs AGI
+335.7%
-434.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.3% | +7.1% | +1.4% |
| 7D | +5.5% | +13.9% | -8.4% | +6.3% |
| 30D | +16.1% | -6.2% | +22.3% | +15.7% |
| 3M | +43.0% | -6.9% | +49.9% | +42.4% |
| 6M | +130.7% | -28.7% | +159.4% | +125.8% |
| YTD | +121.8% | -19.8% | +141.6% | +120.5% |
| 1Y | +40.7% | -4.8% | +45.5% | +42.1% |
| 3Y | -56.8% | +144.3% | -201.1% | -51.5% |
| 5Y | -99.1% | +277.2% | -376.3% | -98.9% |
| 10Y | -98.7% | +365.9% | -464.5% | -98.3% |
| All | -98.7% | +335.7% | -434.3% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling