-97.5%
AMC vs GME
+190.3%
-287.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +8.4% | +6.0% | +2.4% | +4.4% |
| 30D | +9.2% | -5.9% | +15.0% | +13.9% |
| 3M | +32.0% | +38.2% | -6.2% | +6.1% |
| 6M | +149.3% | +14.5% | +134.7% | +122.8% |
| YTD | +114.1% | +27.6% | +86.5% | +74.7% |
| 1Y | +35.8% | +19.9% | +15.8% | +14.9% |
| 3Y | -58.3% | +104.3% | -162.6% | -86.5% |
| 5Y | -99.2% | -49.3% | -49.9% | -99.4% |
| 10Y | -98.8% | +473.0% | -571.8% | -99.7% |
| All | -97.5% | +190.3% | -287.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling