-2.6%
AMC vs DGX
+33.7%
-36.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.1% |
| 7D | +2.3% | -2.3% | +4.6% | +1.7% |
| 30D | -0.7% | +0.6% | -1.3% | -0.6% |
| 3M | +35.2% | +21.4% | +13.8% | +44.1% |
| 6M | +124.6% | +14.7% | +109.9% | +136.1% |
| YTD | +69.9% | +38.4% | +31.4% | +85.1% |
| 1Y | -2.6% | +34.0% | -36.5% | +7.5% |
| All | -2.6% | +33.7% | -36.2% | +7.5% |
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