-10.2%
AMC vs GLXY
+12.0%
-22.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.5% |
| 7D | +2.3% | +13.4% | -11.1% | -0.6% |
| 30D | -0.7% | +38.1% | -38.9% | -7.9% |
| 3M | +35.2% | -7.3% | +42.5% | +35.6% |
| 6M | +124.6% | +8.2% | +116.4% | +118.3% |
| YTD | +69.9% | +17.8% | +52.1% | +58.6% |
| 1Y | -2.6% | +14.9% | -17.5% | -9.4% |
| All | -10.2% | +12.0% | -22.2% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling