-37.1%
AMC vs BTSG
+421.3%
-458.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.7% |
| 7D | -0.8% | +5.7% | -6.5% | -1.5% |
| 30D | -1.2% | +0.2% | -1.4% | -1.3% |
| 3M | +42.2% | +5.6% | +36.6% | +39.2% |
| 6M | +118.8% | +50.8% | +68.0% | +99.0% |
| YTD | +64.1% | +67.0% | -2.9% | +46.2% |
| 1Y | -9.5% | +145.5% | -155.1% | -25.0% |
| All | -37.1% | +421.3% | -458.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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