-64.3%
AMC vs GNRC
+62.7%
-127.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.7% |
| 7D | -0.8% | +4.8% | -5.6% | -1.8% |
| 30D | -1.2% | -10.4% | +9.2% | +1.0% |
| 3M | +42.2% | -28.5% | +70.7% | +51.7% |
| 6M | +118.8% | -6.8% | +125.6% | +113.8% |
| YTD | +64.1% | +39.5% | +24.6% | +38.6% |
| 1Y | -9.5% | +3.4% | -12.9% | -16.2% |
| 3Y | -64.3% | +65.1% | -129.5% | -69.9% |
| All | -64.3% | +62.7% | -127.0% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling