-9.5%
AMC vs AGI
+11.7%
-21.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.2% |
| 7D | -0.8% | +4.4% | -5.2% | -1.4% |
| 30D | -1.2% | +10.0% | -11.1% | -2.4% |
| 3M | +42.2% | +1.7% | +40.5% | +42.0% |
| 6M | +118.8% | -26.8% | +145.6% | +124.2% |
| YTD | +64.1% | -5.3% | +69.4% | +66.8% |
| 1Y | -9.5% | +11.5% | -21.0% | -8.7% |
| All | -9.5% | +11.7% | -21.2% | -8.7% |
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