-97.7%
AMC vs GME
+184.6%
-282.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | -0.6% |
| 7D | +2.6% | +3.7% | -1.1% | +0.5% |
| 30D | +9.0% | +2.2% | +6.8% | +7.6% |
| 3M | +22.2% | +30.6% | -8.5% | +1.8% |
| 6M | +91.5% | -0.2% | +91.7% | +87.6% |
| YTD | +101.3% | +25.1% | +76.2% | +66.3% |
| 1Y | +20.8% | +17.7% | +3.1% | +3.4% |
| 3Y | -71.3% | +85.7% | -157.0% | -90.0% |
| 5Y | -99.2% | -52.9% | -46.4% | -99.4% |
| 10Y | -98.7% | +504.9% | -603.6% | -99.7% |
| All | -97.7% | +184.6% | -282.3% | -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