-98.1%
AMC vs DGX
+472.6%
-570.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.8% |
| 7D | +2.3% | -2.3% | +4.6% | +3.4% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | +35.2% | +21.4% | +13.8% | +22.7% |
| 6M | +124.6% | +14.7% | +109.9% | +108.6% |
| YTD | +69.9% | +38.4% | +31.4% | +42.7% |
| 1Y | -2.6% | +34.0% | -36.5% | -17.2% |
| 3Y | -79.8% | +92.7% | -172.5% | -86.2% |
| 5Y | -99.4% | +67.7% | -167.1% | -99.6% |
| 10Y | -98.9% | +248.0% | -346.9% | -99.4% |
| All | -98.1% | +472.6% | -570.7% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling