-98.1%
AMC vs AJG
+603.8%
-702.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.0% |
| 7D | -0.8% | -3.8% | +3.0% | +0.5% |
| 30D | -1.2% | +1.6% | -2.8% | -1.8% |
| 3M | +42.2% | +18.6% | +23.6% | +33.4% |
| 6M | +118.8% | +10.9% | +107.9% | +109.7% |
| YTD | +64.1% | -2.0% | +66.1% | +63.7% |
| 1Y | -9.5% | -14.9% | +5.4% | -5.8% |
| 3Y | -64.3% | +13.4% | -77.8% | -67.2% |
| 5Y | -99.5% | +83.2% | -182.7% | -99.6% |
| 10Y | -98.9% | +484.3% | -583.2% | -99.5% |
| All | -98.1% | +603.8% | -702.0% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling