-80.6%
AMC vs GME
+3.8%
-84.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +2.3% | +7.2% | -4.9% | -1.4% |
| 30D | -0.7% | +0.8% | -1.5% | -1.2% |
| 3M | +35.2% | -14.0% | +49.2% | +45.1% |
| 6M | +124.6% | -19.7% | +144.3% | +146.9% |
| YTD | +69.9% | -4.6% | +74.5% | +69.3% |
| 1Y | -2.6% | -14.3% | +11.8% | +1.9% |
| All | -80.6% | +3.8% | -84.4% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling