-71.3%
AMC vs BG
+1.9%
-73.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | +2.6% | +2.5% | +0.1% | +2.5% |
| 30D | +9.0% | -6.1% | +15.1% | +9.2% |
| 3M | +22.2% | -8.5% | +30.7% | +21.9% |
| 6M | +91.5% | -20.4% | +111.9% | +94.3% |
| YTD | +101.3% | +13.3% | +88.0% | +88.5% |
| 1Y | +20.8% | +7.3% | +13.5% | +14.5% |
| 3Y | -71.3% | +2.6% | -73.9% | -74.1% |
| All | -71.3% | +1.9% | -73.3% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling