+40.2%
AMC vs GME
+15.0%
+25.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.2% |
| 7D | +17.7% | +7.8% | +10.0% | +15.1% |
| 30D | +26.2% | -0.4% | +26.6% | +26.5% |
| 3M | +31.3% | +30.9% | +0.5% | +22.2% |
| 6M | +142.8% | +5.5% | +137.3% | +141.2% |
| YTD | +125.6% | +25.2% | +100.4% | +109.7% |
| 1Y | +40.2% | +14.4% | +25.9% | +33.7% |
| All | +40.2% | +15.0% | +25.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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