-98.7%
AMC vs BTG
+144.7%
-243.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +1.6% |
| 7D | +5.5% | +13.0% | -7.5% | +5.8% |
| 30D | +16.1% | +1.1% | +15.0% | +16.1% |
| 3M | +43.0% | +5.3% | +37.7% | +43.2% |
| 6M | +130.7% | +1.1% | +129.6% | +130.7% |
| YTD | +121.8% | +19.2% | +102.6% | +124.2% |
| 1Y | +40.7% | +31.5% | +9.2% | +42.9% |
| 3Y | -56.8% | +94.3% | -151.1% | -54.9% |
| 5Y | -99.1% | +41.8% | -140.9% | -99.1% |
| 10Y | -98.7% | +162.9% | -261.6% | -98.6% |
| All | -98.7% | +144.7% | -243.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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