-99.0%
AMC vs BG
+160.3%
-259.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | +1.7% | +10.3% | -8.7% | +0.3% |
| 3M | +26.8% | -1.9% | +28.7% | +26.7% |
| 6M | +117.7% | +5.2% | +112.4% | +115.1% |
| YTD | +57.7% | +41.2% | +16.5% | +48.9% |
| 1Y | -12.5% | +50.5% | -63.0% | -18.3% |
| 3Y | -65.7% | +19.9% | -85.6% | -67.3% |
| 5Y | -99.5% | +86.7% | -186.2% | -99.5% |
| 10Y | -99.0% | +167.5% | -266.4% | -99.2% |
| All | -99.0% | +160.3% | -259.3% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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