-99.4%
AMC vs GTLB
-50.0%
-49.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -1.5% |
| 7D | -0.8% | +4.6% | -5.3% | -2.5% |
| 30D | -1.2% | +21.0% | -22.1% | -8.1% |
| 3M | +42.2% | +51.7% | -9.5% | +19.9% |
| 6M | +118.8% | +89.3% | +29.5% | +68.5% |
| YTD | +64.1% | +25.6% | +38.5% | +44.8% |
| 1Y | -9.5% | -1.5% | -8.0% | -13.8% |
| 3Y | -64.3% | -9.9% | -54.4% | -69.2% |
| All | -99.4% | -50.0% | -49.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling