-98.8%
AMC vs GNRC
+377.3%
-476.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | +8.4% | +11.9% | -3.5% | +4.8% |
| 30D | +9.2% | -10.0% | +19.1% | +12.2% |
| 3M | +32.0% | -13.1% | +45.1% | +36.0% |
| 6M | +149.3% | -28.5% | +177.7% | +167.3% |
| YTD | +114.1% | +41.4% | +72.7% | +78.6% |
| 1Y | +35.8% | +18.8% | +17.0% | +20.1% |
| 3Y | -58.3% | +86.3% | -144.6% | -69.4% |
| 5Y | -99.2% | -56.8% | -42.3% | -99.2% |
| All | -98.8% | +377.3% | -476.1% | -99.5% |
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