-22.9%
AMC vs BTSG
+459.6%
-482.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.7% |
| 30D | +9.0% | +5.3% | +3.8% | +8.4% |
| 3M | +22.2% | +10.8% | +11.4% | +20.6% |
| 6M | +91.5% | +27.3% | +64.1% | +81.3% |
| YTD | +101.3% | +79.3% | +22.0% | +77.9% |
| 1Y | +20.8% | +106.0% | -85.2% | +4.0% |
| All | -22.9% | +459.6% | -482.4% | -45.4% |
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