-98.7%
AMC vs BB
+33.0%
-131.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +3.3% |
| 7D | +6.6% | +15.0% | -8.4% | -5.6% |
| 30D | +14.1% | +3.5% | +10.6% | +8.0% |
| 3M | +31.3% | +2.7% | +28.6% | +21.7% |
| 6M | +126.7% | +44.7% | +81.9% | +27.7% |
| YTD | +117.9% | +143.3% | -25.3% | -30.3% |
| 1Y | +41.1% | +102.2% | -61.1% | -47.1% |
| 3Y | -61.0% | +156.1% | -217.1% | -92.4% |
| 5Y | -99.1% | -17.6% | -81.5% | -99.5% |
| 10Y | -98.7% | +29.0% | -127.6% | -98.7% |
| All | -98.7% | +33.0% | -131.7% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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