-98.1%
AMC vs BB
+27.1%
-125.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | -5.6% | +8.0% | +7.0% |
| 30D | -0.7% | -11.8% | +11.0% | +8.2% |
| 3M | +35.2% | -25.5% | +60.7% | +52.0% |
| 6M | +124.6% | +121.3% | +3.3% | -5.7% |
| YTD | +69.9% | +103.2% | -33.3% | -23.4% |
| 1Y | -2.6% | +102.6% | -105.2% | -58.2% |
| 3Y | -79.8% | +37.5% | -117.3% | -91.0% |
| 5Y | -99.4% | -30.4% | -69.0% | -99.5% |
| 10Y | -98.9% | 0.0% | -98.9% | -98.5% |
| All | -98.1% | +27.1% | -125.1% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling