-99.0%
AMC vs GNRC
+433.2%
-532.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.3% |
| 7D | -7.1% | -0.7% | -6.3% | -6.8% |
| 30D | -1.7% | -15.8% | +14.2% | +3.4% |
| 3M | +13.5% | -24.0% | +37.5% | +21.9% |
| 6M | +112.6% | -13.8% | +126.4% | +114.5% |
| YTD | +51.3% | +33.2% | +18.1% | +30.0% |
| 1Y | -14.5% | -1.8% | -12.7% | -19.1% |
| 3Y | -67.1% | +57.7% | -124.9% | -74.5% |
| 5Y | -99.5% | -59.7% | -39.8% | -99.5% |
| All | -99.0% | +433.2% | -532.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling