-98.7%
AMC vs BN
+289.4%
-388.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.4% | +5.4% |
| 7D | +6.6% | +3.6% | +2.9% | +4.2% |
| 30D | +14.1% | +15.9% | -1.8% | +2.6% |
| 3M | +31.3% | -2.3% | +33.6% | +34.0% |
| 6M | +126.7% | -8.4% | +135.1% | +141.8% |
| YTD | +117.9% | -5.9% | +123.8% | +125.8% |
| 1Y | +41.1% | -5.6% | +46.7% | +45.9% |
| 3Y | -61.0% | +104.2% | -165.2% | -79.0% |
| 5Y | -99.1% | +35.5% | -134.6% | -99.4% |
| 10Y | -98.7% | +285.2% | -383.9% | -99.4% |
| All | -98.7% | +289.4% | -388.0% | -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