-97.5%
AMC vs AGI
+200.3%
-297.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +8.4% |
| 7D | +6.6% | +17.4% | -10.8% | +7.2% |
| 30D | +14.1% | -0.9% | +15.0% | +14.0% |
| 3M | +31.3% | -1.6% | +32.9% | +31.2% |
| 6M | +126.7% | -24.7% | +151.4% | +124.3% |
| YTD | +117.9% | -15.3% | +133.2% | +117.6% |
| 1Y | +41.1% | +5.5% | +35.6% | +42.6% |
| 3Y | -61.0% | +154.5% | -215.5% | -58.3% |
| 5Y | -99.1% | +310.6% | -409.8% | -99.1% |
| 10Y | -98.7% | +362.7% | -461.4% | -98.5% |
| All | -97.5% | +200.3% | -297.8% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling