+20.8%
AMC vs DG
+34.9%
-14.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +3.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | +9.0% | +9.5% | -0.5% | +4.9% |
| 3M | +22.2% | +5.5% | +16.7% | +19.2% |
| 6M | +91.5% | +16.1% | +75.4% | +79.3% |
| YTD | +101.3% | +2.7% | +98.6% | +89.9% |
| 1Y | +20.8% | +42.1% | -21.3% | +6.5% |
| All | +20.8% | +34.9% | -14.1% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling