-98.1%
AMC vs BTG
+234.2%
-332.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.3% |
| 30D | -0.7% | +36.8% | -37.6% | -0.2% |
| 3M | +35.2% | +23.1% | +12.1% | +35.8% |
| 6M | +124.6% | +3.5% | +121.1% | +124.7% |
| YTD | +69.9% | +25.5% | +44.4% | +71.0% |
| 1Y | -2.6% | +40.1% | -42.7% | -1.6% |
| 3Y | -79.8% | +101.1% | -180.9% | -79.3% |
| 5Y | -99.4% | +70.6% | -170.0% | -99.4% |
| 10Y | -98.9% | +152.1% | -251.0% | -98.9% |
| All | -98.1% | +234.2% | -332.2% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling