-97.7%
AMC vs DG
+165.3%
-263.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.5% |
| 30D | +9.0% | +9.5% | -0.5% | +8.1% |
| 3M | +22.2% | +5.5% | +16.7% | +21.6% |
| 6M | +91.5% | +16.1% | +75.4% | +88.8% |
| YTD | +101.3% | +2.7% | +98.6% | +99.9% |
| 1Y | +20.8% | +42.1% | -21.3% | +17.8% |
| 3Y | -71.3% | +19.3% | -90.6% | -72.1% |
| 5Y | -99.2% | -35.3% | -63.9% | -99.2% |
| 10Y | -98.7% | +123.9% | -222.6% | -99.0% |
| All | -97.7% | +165.3% | -263.0% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling