-34.9%
AMC vs BTSG
+406.1%
-441.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.5% |
| 7D | +2.3% | +2.7% | -0.4% | +2.0% |
| 30D | -0.7% | -3.6% | +2.9% | -0.4% |
| 3M | +35.2% | +5.8% | +29.4% | +32.1% |
| 6M | +124.6% | +44.7% | +79.8% | +105.4% |
| YTD | +69.9% | +62.2% | +7.7% | +51.9% |
| 1Y | -2.6% | +152.1% | -154.7% | -19.7% |
| All | -34.9% | +406.1% | -441.0% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling