-98.7%
AMC vs BAH
+220.7%
-319.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +2.9% |
| 7D | +2.6% | -3.5% | +6.2% | +3.3% |
| 30D | +9.0% | +24.3% | -15.2% | +3.8% |
| 3M | +22.2% | +16.3% | +5.9% | +17.5% |
| 6M | +91.5% | +13.6% | +77.9% | +84.6% |
| YTD | +101.3% | +3.5% | +97.8% | +97.0% |
| 1Y | +20.8% | +2.7% | +18.1% | +18.3% |
| 3Y | -71.3% | -26.6% | -44.7% | -71.3% |
| 5Y | -99.2% | +8.5% | -107.8% | -99.3% |
| All | -98.7% | +220.7% | -319.4% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling