-97.5%
AMC vs GNRC
+263.2%
-360.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -3.1% |
| 7D | -2.8% | +2.5% | -5.3% | -3.4% |
| 30D | +14.0% | -11.2% | +25.2% | +17.6% |
| 3M | +42.5% | -10.1% | +52.6% | +45.3% |
| 6M | +142.6% | -28.5% | +171.1% | +159.8% |
| YTD | +119.2% | +42.3% | +77.0% | +84.1% |
| 1Y | +40.7% | +22.8% | +17.9% | +23.9% |
| 3Y | -57.3% | +87.3% | -144.7% | -68.3% |
| 5Y | -99.1% | -56.9% | -42.2% | -99.1% |
| 10Y | -98.7% | +384.9% | -483.6% | -99.4% |
| All | -97.5% | +263.2% | -360.6% | -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