-97.5%
AMC vs BG
+72.5%
-170.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +5.5% | +5.0% | +0.5% | +4.9% |
| 30D | +16.1% | -3.2% | +19.3% | +16.5% |
| 3M | +43.0% | -11.2% | +54.2% | +44.5% |
| 6M | +130.7% | -19.4% | +150.1% | +135.6% |
| YTD | +121.8% | +13.6% | +108.2% | +114.0% |
| 1Y | +40.7% | +7.3% | +33.4% | +36.9% |
| 3Y | -56.8% | +3.8% | -60.6% | -58.2% |
| 5Y | -99.1% | +23.2% | -122.3% | -99.2% |
| 10Y | -98.7% | +97.9% | -196.6% | -99.0% |
| All | -97.5% | +72.5% | -170.0% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling