-12.5%
AMC vs BTSG
+147.4%
-159.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | -6.8% | +2.9% | -9.7% | -6.8% |
| 30D | +1.7% | +0.9% | +0.8% | +1.7% |
| 3M | +26.8% | +1.6% | +25.2% | +24.2% |
| 6M | +117.7% | +46.8% | +70.9% | +96.4% |
| YTD | +57.7% | +65.5% | -7.8% | +39.4% |
| 1Y | -12.5% | +136.2% | -148.7% | -20.8% |
| All | -12.5% | +147.4% | -159.8% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling