-57.7%
AMC vs GME
+105.0%
-162.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +8.4% | +6.0% | +2.4% | +5.2% |
| 30D | +9.2% | -5.9% | +15.0% | +12.9% |
| 3M | +32.0% | +38.2% | -6.2% | +11.3% |
| 6M | +149.3% | +14.5% | +134.7% | +128.8% |
| YTD | +114.1% | +27.6% | +86.5% | +83.1% |
| 1Y | +35.8% | +19.9% | +15.8% | +19.7% |
| All | -57.7% | +105.0% | -162.7% | -82.5% |
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