-2.6%
AMC vs GGLL
+80.0%
-82.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +4.7% |
| 7D | +2.3% | -4.8% | +7.1% | +3.0% |
| 30D | -0.7% | -13.7% | +12.9% | +1.5% |
| 3M | +35.2% | -21.9% | +57.1% | +39.4% |
| 6M | +124.6% | +11.7% | +112.9% | +115.4% |
| YTD | +69.9% | +2.3% | +67.6% | +63.0% |
| 1Y | -2.6% | +76.2% | -78.7% | -9.2% |
| All | -2.6% | +80.0% | -82.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling