-98.1%
AMC vs BTI
+135.3%
-233.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.8% |
| 7D | +2.3% | -1.4% | +3.7% | +2.9% |
| 30D | -0.7% | -6.6% | +5.9% | +2.0% |
| 3M | +35.2% | -3.0% | +38.2% | +35.5% |
| 6M | +124.6% | -6.7% | +131.3% | +127.8% |
| YTD | +69.9% | +0.6% | +69.3% | +66.5% |
| 1Y | -2.6% | +5.6% | -8.2% | -6.7% |
| 3Y | -79.8% | +110.3% | -190.1% | -86.2% |
| 5Y | -99.4% | +114.3% | -213.7% | -99.6% |
| 10Y | -98.9% | +67.7% | -166.5% | -99.2% |
| All | -98.1% | +135.3% | -233.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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