-98.7%
AMC vs GME
+484.8%
-583.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.5% |
| 7D | -2.8% | +1.6% | -4.5% | -3.6% |
| 30D | +14.0% | -6.2% | +20.2% | +19.3% |
| 3M | +42.5% | +35.8% | +6.7% | +15.2% |
| 6M | +142.6% | +10.3% | +132.3% | +121.8% |
| YTD | +119.2% | +27.2% | +92.0% | +78.2% |
| 1Y | +40.7% | +19.1% | +21.6% | +19.1% |
| 3Y | -57.3% | +103.7% | -161.1% | -86.8% |
| 5Y | -99.1% | -50.0% | -49.2% | -99.4% |
| 10Y | -98.7% | +471.4% | -570.2% | -99.8% |
| All | -98.7% | +484.8% | -583.5% | -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