-97.7%
AMC vs BB
+44.2%
-141.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -1.5% |
| 7D | +2.6% | +3.8% | -1.2% | -0.3% |
| 30D | +9.0% | -0.3% | +9.4% | +7.1% |
| 3M | +22.2% | -0.5% | +22.6% | +17.6% |
| 6M | +91.5% | +45.9% | +45.6% | +16.6% |
| YTD | +101.3% | +130.6% | -29.3% | -20.3% |
| 1Y | +20.8% | +89.2% | -68.4% | -44.4% |
| 3Y | -71.3% | +137.5% | -208.8% | -92.0% |
| 5Y | -99.2% | -20.9% | -78.3% | -99.5% |
| 10Y | -98.7% | +25.4% | -124.1% | -98.5% |
| All | -97.7% | +44.2% | -141.9% | -97.4% |
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