-99.0%
AMC vs DGX
+256.0%
-355.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -6.8% | -2.2% | -4.6% | -5.8% |
| 30D | +1.7% | -0.9% | +2.6% | +2.1% |
| 3M | +26.8% | +15.6% | +11.2% | +17.6% |
| 6M | +117.7% | +17.8% | +99.9% | +99.3% |
| YTD | +57.7% | +37.5% | +20.2% | +32.1% |
| 1Y | -12.5% | +31.2% | -43.6% | -25.2% |
| 3Y | -65.7% | +96.6% | -162.3% | -77.4% |
| 5Y | -99.5% | +64.9% | -164.4% | -99.6% |
| All | -99.0% | +256.0% | -355.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling