-98.1%
AMC vs GNRC
+250.7%
-348.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +3.6% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | -0.7% | -13.8% | +13.1% | +3.5% |
| 3M | +35.2% | -32.6% | +67.8% | +50.0% |
| 6M | +124.6% | -15.2% | +139.8% | +127.9% |
| YTD | +69.9% | +37.4% | +32.5% | +45.6% |
| 1Y | -2.6% | +5.1% | -7.7% | -9.5% |
| 3Y | -79.8% | +57.5% | -137.3% | -84.1% |
| 5Y | -99.4% | -58.7% | -40.7% | -99.4% |
| 10Y | -98.9% | +395.5% | -494.4% | -99.5% |
| All | -98.1% | +250.7% | -348.8% | -99.0% |
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