-99.4%
AMC vs BG
+76.3%
-175.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +2.3% | +2.8% | -0.5% | +1.8% |
| 30D | -0.7% | +12.0% | -12.8% | -3.1% |
| 3M | +35.2% | -7.7% | +42.9% | +37.1% |
| 6M | +124.6% | +4.5% | +120.1% | +120.1% |
| YTD | +69.9% | +35.7% | +34.2% | +55.1% |
| 1Y | -2.6% | +50.1% | -52.6% | -13.9% |
| 3Y | -79.8% | +12.6% | -92.4% | -80.9% |
| All | -99.4% | +76.3% | -175.8% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling