-99.0%
AMC vs DGX
+249.5%
-348.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.2% | -3.2% |
| 7D | -7.1% | -3.5% | -3.6% | -5.5% |
| 30D | -1.7% | -2.7% | +1.0% | -0.3% |
| 3M | +13.5% | +13.9% | -0.4% | +6.0% |
| 6M | +112.6% | +16.0% | +96.6% | +96.0% |
| YTD | +51.3% | +34.9% | +16.3% | +27.9% |
| 1Y | -14.5% | +30.6% | -45.1% | -26.9% |
| 3Y | -67.1% | +93.0% | -160.1% | -78.1% |
| 5Y | -99.5% | +64.4% | -163.9% | -99.7% |
| All | -99.0% | +249.5% | -348.5% | -99.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling