-98.1%
AMC vs BG
+106.0%
-204.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +2.3% | +2.8% | -0.5% | +1.9% |
| 30D | -0.7% | +12.0% | -12.8% | -2.4% |
| 3M | +35.2% | -7.7% | +42.9% | +36.3% |
| 6M | +124.6% | +4.5% | +120.1% | +121.7% |
| YTD | +69.9% | +35.7% | +34.2% | +60.8% |
| 1Y | -2.6% | +50.1% | -52.6% | -9.5% |
| 3Y | -79.8% | +12.6% | -92.4% | -80.5% |
| 5Y | -99.4% | +75.4% | -174.8% | -99.5% |
| 10Y | -98.9% | +150.5% | -249.4% | -99.2% |
| All | -98.1% | +106.0% | -204.1% | -98.5% |
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