+15.9%
AMC vs GLXY
-32.0%
+48.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.2% | -14.3% | -3.7% |
| 7D | -2.8% | +14.3% | -17.2% | -5.4% |
| 30D | +14.0% | -19.6% | +33.6% | +17.1% |
| 3M | +42.5% | -20.7% | +63.2% | +45.0% |
| 6M | +142.6% | -49.6% | +192.1% | +169.4% |
| YTD | +119.2% | -28.6% | +147.8% | +122.0% |
| 1Y | +40.7% | -48.0% | +88.8% | +50.5% |
| All | +15.9% | -32.0% | +48.0% | +15.6% |
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