-58.9%
AMC vs BAH
-26.8%
-32.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +3.5% | +1.7% | +1.8% | +3.4% |
| 30D | +12.5% | +20.8% | -8.3% | +10.3% |
| 3M | +23.6% | +11.6% | +12.0% | +22.2% |
| 6M | +144.4% | +23.1% | +121.3% | +138.9% |
| YTD | +108.3% | +5.3% | +103.1% | +107.0% |
| 1Y | +38.9% | +6.1% | +32.7% | +38.0% |
| 3Y | -58.9% | -27.5% | -31.4% | -64.2% |
| All | -58.9% | -26.8% | -32.0% | -64.2% |
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 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