-99.2%
AMC vs GME
-49.3%
-50.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.2% |
| 7D | +3.5% | +2.9% | +0.6% | +1.8% |
| 30D | +12.5% | -4.8% | +17.2% | +16.1% |
| 3M | +23.6% | +39.2% | -15.6% | +1.0% |
| 6M | +144.4% | +17.1% | +127.3% | +118.2% |
| YTD | +108.3% | +28.7% | +79.6% | +72.7% |
| 1Y | +38.9% | +23.3% | +15.6% | +17.7% |
| 3Y | -58.9% | +112.9% | -171.8% | -86.9% |
| All | -99.2% | -49.3% | -50.0% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling