-98.9%
AMC vs GRMN
+634.0%
-732.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +2.3% | -2.9% | +5.2% | +3.7% |
| 30D | -0.7% | -8.4% | +7.7% | +3.5% |
| 3M | +35.2% | +15.0% | +20.2% | +24.9% |
| 6M | +124.6% | +11.2% | +113.4% | +111.6% |
| YTD | +69.9% | +37.7% | +32.2% | +43.3% |
| 1Y | -2.6% | +18.5% | -21.1% | -11.9% |
| 3Y | -79.8% | +175.8% | -255.6% | -89.1% |
| 5Y | -99.4% | +75.1% | -174.5% | -99.6% |
| All | -98.9% | +634.0% | -732.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling