-98.7%
AMC vs BB
+31.7%
-130.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -3.7% |
| 7D | -2.8% | +7.3% | -10.1% | -8.5% |
| 30D | +14.0% | +11.2% | +2.8% | +1.2% |
| 3M | +42.5% | +4.7% | +37.8% | +29.6% |
| 6M | +142.6% | +51.1% | +91.4% | +31.0% |
| YTD | +119.2% | +148.0% | -28.8% | -31.2% |
| 1Y | +40.7% | +106.1% | -65.4% | -48.2% |
| 3Y | -57.3% | +158.2% | -215.5% | -91.7% |
| 5Y | -99.1% | -10.8% | -88.3% | -99.5% |
| 10Y | -98.7% | +29.3% | -128.0% | -98.7% |
| All | -98.7% | +31.7% | -130.4% | -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