-99.5%
AMC vs DG
-37.3%
-62.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.8% |
| 7D | -0.8% | -2.5% | +1.7% | -0.4% |
| 30D | -1.2% | +1.0% | -2.2% | -1.3% |
| 3M | +42.2% | +20.3% | +21.9% | +38.6% |
| 6M | +118.8% | -11.7% | +130.5% | +120.1% |
| YTD | +64.1% | -2.3% | +66.4% | +63.5% |
| 1Y | -9.5% | +20.0% | -29.5% | -11.8% |
| 3Y | -64.3% | +7.2% | -71.6% | -65.2% |
| 5Y | -99.5% | -37.9% | -61.5% | -99.5% |
| All | -99.5% | -37.3% | -62.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling