-98.3%
AMC vs FGI
-70.4%
-28.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.2% | +4.1% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | -0.7% | +65.4% | -66.2% | -3.7% |
| 3M | +35.2% | +23.5% | +11.7% | +32.1% |
| 6M | +124.6% | +60.5% | +64.0% | +113.5% |
| YTD | +69.9% | +30.0% | +39.9% | +62.3% |
| 1Y | -2.6% | +82.1% | -84.6% | -9.6% |
| 3Y | -79.8% | -4.4% | -75.4% | -80.9% |
| All | -98.3% | -70.4% | -28.0% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling