-97.7%
AMC vs BAH
+611.5%
-709.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.2% | -13.7% | -12.8% |
| 7D | 0.0% | +6.0% | -6.0% | -1.4% |
| 30D | +4.4% | +31.1% | -26.7% | -2.0% |
| 3M | +15.4% | +25.2% | -9.8% | +8.9% |
| 6M | +93.7% | +18.9% | +74.8% | +84.5% |
| YTD | +97.4% | +8.3% | +89.1% | +91.1% |
| 1Y | +23.2% | +6.2% | +17.0% | +19.6% |
| 3Y | -71.3% | -22.8% | -48.5% | -71.4% |
| 5Y | -99.3% | +13.6% | -112.8% | -99.4% |
| 10Y | -98.7% | +240.2% | -338.9% | -99.2% |
| All | -97.7% | +611.5% | -709.3% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling