-99.3%
AMC vs BAH
+8.3%
-107.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +2.6% |
| 7D | +2.6% | -3.5% | +6.2% | +3.1% |
| 30D | +9.0% | +24.3% | -15.2% | +5.3% |
| 3M | +22.2% | +16.3% | +5.9% | +18.9% |
| 6M | +91.5% | +13.6% | +77.9% | +86.7% |
| YTD | +101.3% | +3.5% | +97.8% | +98.8% |
| 1Y | +20.8% | +2.7% | +18.1% | +19.3% |
| 3Y | -71.3% | -26.6% | -44.7% | -72.6% |
| All | -99.3% | +8.3% | -107.6% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling