-99.0%
AMC vs GFI
+1,023.9%
-1,122.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -6.8% | +4.7% | -11.5% | -6.4% |
| 30D | +1.7% | +14.4% | -12.8% | +3.0% |
| 3M | +26.8% | +32.5% | -5.7% | +30.5% |
| 6M | +117.7% | -7.2% | +124.9% | +116.4% |
| YTD | +57.7% | +10.9% | +46.8% | +60.8% |
| 1Y | -12.5% | +35.5% | -47.9% | -8.2% |
| 3Y | -65.7% | +312.1% | -377.9% | -57.8% |
| 5Y | -99.5% | +524.6% | -624.1% | -99.3% |
| 10Y | -99.0% | +1,092.7% | -1,191.7% | -98.4% |
| All | -99.0% | +1,023.9% | -1,122.8% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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