-97.7%
AMC vs BN
+451.0%
-548.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.6% |
| 7D | +2.6% | +5.3% | -2.7% | -0.9% |
| 30D | +9.0% | +11.9% | -2.9% | +0.9% |
| 3M | +22.2% | -5.7% | +27.9% | +27.7% |
| 6M | +91.5% | -10.6% | +102.1% | +106.9% |
| YTD | +101.3% | -9.4% | +110.6% | +113.8% |
| 1Y | +20.8% | -8.8% | +29.6% | +27.8% |
| 3Y | -71.3% | +95.6% | -167.0% | -83.4% |
| 5Y | -99.2% | +30.2% | -129.4% | -99.4% |
| 10Y | -98.7% | +277.0% | -375.7% | -99.4% |
| All | -97.7% | +451.0% | -548.7% | -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