-71.9%
AMC vs GPC
+2.3%
-74.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.6% | -10.9% | -12.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | +4.4% | -2.3% | +6.7% | +5.0% |
| 3M | +15.4% | -4.5% | +19.9% | +16.9% |
| 6M | +93.7% | +21.6% | +72.2% | +77.1% |
| YTD | +97.4% | +4.0% | +93.4% | +88.3% |
| 1Y | +23.2% | +3.5% | +19.7% | +17.7% |
| All | -71.9% | +2.3% | -74.2% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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