+17.3%
AMC vs GLXY
-40.0%
+57.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.5% | +2.3% |
| 7D | +5.5% | -16.2% | +21.6% | +8.5% |
| 30D | +16.1% | -30.6% | +46.7% | +22.9% |
| 3M | +43.0% | -27.7% | +70.7% | +48.3% |
| 6M | +130.7% | -53.3% | +184.0% | +160.4% |
| YTD | +121.8% | -36.9% | +158.7% | +130.4% |
| 1Y | +40.7% | -55.6% | +96.3% | +55.2% |
| All | +17.3% | -40.0% | +57.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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