-97.7%
AMC vs BN
+456.1%
-553.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.1% | -9.4% | -10.3% |
| 7D | 0.0% | +5.7% | -5.7% | -3.6% |
| 30D | +4.4% | +12.0% | -7.6% | -3.4% |
| 3M | +15.4% | -6.1% | +21.4% | +20.9% |
| 6M | +93.7% | -8.6% | +102.3% | +106.1% |
| YTD | +97.4% | -8.5% | +106.0% | +108.4% |
| 1Y | +23.2% | -8.4% | +31.6% | +30.0% |
| 3Y | -71.3% | +92.3% | -163.5% | -83.2% |
| 5Y | -99.3% | +31.3% | -130.6% | -99.4% |
| 10Y | -98.7% | +280.5% | -379.2% | -99.5% |
| All | -97.7% | +456.1% | -553.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling