-98.9%
AMC vs BAH
+185.2%
-284.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | +2.3% | -3.2% | +5.6% | +3.0% |
| 30D | -0.7% | +2.0% | -2.8% | -1.3% |
| 3M | +35.2% | -7.6% | +42.8% | +36.8% |
| 6M | +124.6% | -5.7% | +130.3% | +126.1% |
| YTD | +69.9% | -11.7% | +81.6% | +73.0% |
| 1Y | -2.6% | -27.4% | +24.8% | +3.2% |
| 3Y | -79.8% | -32.5% | -47.2% | -79.4% |
| 5Y | -99.4% | -3.3% | -96.1% | -99.5% |
| All | -98.9% | +185.2% | -284.0% | -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