-99.1%
AMC vs AGI
+318.8%
-417.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +8.0% |
| 7D | +6.6% | +17.4% | -10.8% | +4.6% |
| 30D | +14.1% | -0.9% | +15.0% | +14.0% |
| 3M | +31.3% | -1.6% | +32.9% | +31.0% |
| 6M | +126.7% | -24.7% | +151.4% | +132.4% |
| YTD | +117.9% | -15.3% | +133.2% | +120.1% |
| 1Y | +41.1% | +5.5% | +35.6% | +39.8% |
| 3Y | -61.0% | +154.5% | -215.5% | -66.2% |
| 5Y | -99.1% | +310.6% | -409.8% | -99.3% |
| All | -99.1% | +318.8% | -417.9% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling