-61.0%
AMC vs BAH
-26.0%
-35.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +8.1% |
| 7D | +6.6% | -1.5% | +8.1% | +6.7% |
| 30D | +14.1% | +17.3% | -3.2% | +12.3% |
| 3M | +31.3% | +14.9% | +16.4% | +29.4% |
| 6M | +126.7% | +14.2% | +112.4% | +123.2% |
| YTD | +117.9% | +5.1% | +112.8% | +116.7% |
| 1Y | +41.1% | +2.1% | +39.0% | +40.3% |
| 3Y | -61.0% | -26.0% | -35.0% | -66.7% |
| All | -61.0% | -26.0% | -35.0% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling