-98.9%
AMC vs GME
+237.1%
-336.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.4% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -1.2% | -1.4% | +0.3% | -0.2% |
| 3M | +42.2% | -15.1% | +57.4% | +56.8% |
| 6M | +118.8% | -22.5% | +141.3% | +152.4% |
| YTD | +64.1% | -5.9% | +70.0% | +64.4% |
| 1Y | -9.5% | -18.6% | +9.1% | -1.4% |
| 3Y | -64.3% | +6.7% | -71.0% | -82.7% |
| 5Y | -99.5% | -62.0% | -37.5% | -99.5% |
| 10Y | -98.9% | +239.5% | -338.4% | -99.8% |
| All | -98.9% | +237.1% | -336.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling