+40.2%
AMC vs DGX
+45.0%
-4.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +7.6% |
| 7D | +17.7% | +4.1% | +13.6% | +18.1% |
| 30D | +26.2% | +10.5% | +15.7% | +27.7% |
| 3M | +31.3% | +9.8% | +21.5% | +32.9% |
| 6M | +142.8% | +34.6% | +108.2% | +162.6% |
| YTD | +125.6% | +49.8% | +75.8% | +148.2% |
| 1Y | +40.2% | +46.0% | -5.8% | +55.2% |
| All | +40.2% | +45.0% | -4.7% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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