-98.7%
AMC vs BAH
+210.6%
-309.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | +5.5% | +0.5% | +5.0% | +5.3% |
| 30D | +16.1% | +18.2% | -2.1% | +11.8% |
| 3M | +43.0% | +13.1% | +29.9% | +38.6% |
| 6M | +130.7% | +15.2% | +115.5% | +121.9% |
| YTD | +121.8% | +6.0% | +115.8% | +116.1% |
| 1Y | +40.7% | +3.1% | +37.5% | +37.8% |
| 3Y | -56.8% | -26.2% | -30.6% | -56.7% |
| 5Y | -99.1% | +9.3% | -108.4% | -99.2% |
| 10Y | -98.7% | +212.3% | -311.0% | -99.1% |
| All | -98.7% | +210.6% | -309.3% | -99.1% |
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