-97.6%
AMC vs GNRC
+257.1%
-354.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +3.5% | +7.9% | -4.4% | +1.1% |
| 30D | +12.5% | -3.7% | +16.1% | +13.3% |
| 3M | +23.6% | -11.9% | +35.5% | +26.8% |
| 6M | +144.4% | -28.6% | +173.0% | +161.8% |
| YTD | +108.3% | +39.9% | +68.4% | +75.8% |
| 1Y | +38.9% | +23.4% | +15.5% | +22.0% |
| 3Y | -58.9% | +84.2% | -143.1% | -69.3% |
| 5Y | -99.2% | -57.3% | -41.9% | -99.2% |
| 10Y | -98.8% | +376.8% | -475.6% | -99.4% |
| All | -97.6% | +257.1% | -354.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling