-98.7%
AMC vs BAH
+218.8%
-317.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +8.0% |
| 7D | +6.6% | -1.5% | +8.1% | +6.9% |
| 30D | +14.1% | +17.3% | -3.2% | +10.1% |
| 3M | +31.3% | +14.9% | +16.4% | +26.8% |
| 6M | +126.7% | +14.2% | +112.4% | +118.4% |
| YTD | +117.9% | +5.1% | +112.8% | +112.7% |
| 1Y | +41.1% | +2.1% | +39.0% | +38.5% |
| 3Y | -61.0% | -26.0% | -35.0% | -60.9% |
| 5Y | -99.1% | +9.0% | -108.1% | -99.3% |
| 10Y | -98.7% | +208.8% | -307.5% | -99.1% |
| All | -98.7% | +218.8% | -317.5% | -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