-99.0%
AMC vs BTG
+166.0%
-265.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -3.9% |
| 7D | -6.8% | +2.4% | -9.2% | -6.7% |
| 30D | +1.7% | +9.5% | -7.8% | +2.0% |
| 3M | +26.8% | +38.5% | -11.7% | +28.4% |
| 6M | +117.7% | +5.6% | +112.1% | +118.2% |
| YTD | +57.7% | +23.9% | +33.8% | +59.6% |
| 1Y | -12.5% | +32.1% | -44.6% | -11.0% |
| 3Y | -65.7% | +103.2% | -168.9% | -64.1% |
| 5Y | -99.5% | +79.7% | -179.2% | -99.5% |
| All | -99.0% | +166.0% | -265.0% | -98.9% |
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