-98.0%
AMC vs FGI
-70.6%
-27.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +2.6% | -7.0% | +9.6% | +2.8% |
| 30D | +9.0% | -4.2% | +13.3% | +9.1% |
| 3M | +22.2% | +55.6% | -33.4% | +18.5% |
| 6M | +91.5% | -3.2% | +94.6% | +87.5% |
| YTD | +101.3% | +29.1% | +72.2% | +91.9% |
| 1Y | +20.8% | +51.0% | -30.2% | +14.2% |
| 3Y | -71.3% | +1.5% | -72.8% | -73.1% |
| All | -98.0% | -70.6% | -27.5% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling