-98.7%
AMC vs BN
+280.2%
-378.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.8% |
| 7D | +5.5% | +4.3% | +1.2% | +2.6% |
| 30D | +16.1% | +14.3% | +1.8% | +5.4% |
| 3M | +43.0% | -4.1% | +47.1% | +48.0% |
| 6M | +130.7% | -9.7% | +140.3% | +148.5% |
| YTD | +121.8% | -7.1% | +128.9% | +132.1% |
| 1Y | +40.7% | -7.4% | +48.1% | +47.6% |
| 3Y | -56.8% | +102.3% | -159.1% | -76.7% |
| 5Y | -99.1% | +35.9% | -135.0% | -99.3% |
| 10Y | -98.7% | +289.2% | -387.8% | -99.4% |
| All | -98.7% | +280.2% | -378.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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