-98.7%
AMC vs DG
+111.9%
-210.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.8% | -3.0% | +0.1% | -2.6% |
| 30D | +14.0% | +8.6% | +5.4% | +13.3% |
| 3M | +42.5% | +15.0% | +27.5% | +41.1% |
| 6M | +142.6% | +32.7% | +109.9% | +138.2% |
| YTD | +119.2% | +5.5% | +113.7% | +117.2% |
| 1Y | +40.7% | +34.6% | +6.1% | +38.5% |
| 3Y | -57.3% | +24.2% | -81.5% | -58.1% |
| 5Y | -99.1% | -32.3% | -66.9% | -99.1% |
| 10Y | -98.7% | +111.1% | -209.8% | -99.0% |
| All | -98.7% | +111.9% | -210.7% | -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