-99.2%
AMC vs DG
-35.8%
-63.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +12.5% | +3.2% | +9.2% | +11.9% |
| 3M | +23.6% | +10.4% | +13.1% | +21.7% |
| 6M | +144.4% | +33.2% | +111.2% | +134.6% |
| YTD | +108.3% | +3.0% | +105.4% | +105.7% |
| 1Y | +38.9% | +31.2% | +7.7% | +33.8% |
| 3Y | -58.9% | +21.8% | -80.7% | -61.2% |
| All | -99.2% | -35.8% | -63.4% | -99.2% |
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