-98.7%
AMC vs DG
+128.5%
-227.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +8.1% |
| 7D | +6.6% | +0.7% | +5.9% | +6.5% |
| 30D | +14.1% | +7.4% | +6.7% | +13.5% |
| 3M | +31.3% | +8.5% | +22.8% | +30.5% |
| 6M | +126.7% | +21.9% | +104.8% | +123.5% |
| YTD | +117.9% | +4.9% | +113.0% | +116.0% |
| 1Y | +41.1% | +40.4% | +0.7% | +38.8% |
| 3Y | -61.0% | +23.5% | -84.5% | -61.7% |
| 5Y | -99.1% | -32.3% | -66.9% | -99.1% |
| 10Y | -98.7% | +119.3% | -218.0% | -99.0% |
| All | -98.7% | +128.5% | -227.1% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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