-56.7%
AMC vs GNRC
+89.5%
-146.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -2.7% |
| 7D | -2.8% | +2.5% | -5.3% | -3.3% |
| 30D | +14.0% | -11.2% | +25.2% | +16.7% |
| 3M | +42.5% | -10.1% | +52.6% | +44.7% |
| 6M | +142.6% | -28.5% | +171.1% | +157.5% |
| YTD | +119.2% | +42.3% | +77.0% | +78.0% |
| 1Y | +40.7% | +22.8% | +17.9% | +20.9% |
| All | -56.7% | +89.5% | -146.2% | -72.2% |
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