-99.0%
AMC vs AJG
+473.1%
-572.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +4.6% |
| 7D | -7.2% | -8.3% | +1.1% | -4.6% |
| 30D | -2.8% | -5.7% | +2.9% | -1.0% |
| 3M | +7.9% | +9.1% | -1.2% | +4.5% |
| 6M | +119.6% | +15.2% | +104.4% | +108.9% |
| YTD | +57.7% | -6.3% | +64.0% | +59.5% |
| 1Y | -12.1% | -19.1% | +7.0% | -7.5% |
| 3Y | -66.5% | +8.2% | -74.7% | -68.4% |
| 5Y | -99.5% | +75.6% | -175.1% | -99.6% |
| All | -99.0% | +473.1% | -572.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AJG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling