-9.5%
AMC vs GTLB
+2.8%
-12.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -2.2% |
| 7D | -0.8% | +4.6% | -5.3% | -1.8% |
| 30D | -1.2% | +21.0% | -22.1% | -5.4% |
| 3M | +42.2% | +51.7% | -9.5% | +29.4% |
| 6M | +118.8% | +89.3% | +29.5% | +89.7% |
| YTD | +64.1% | +25.6% | +38.5% | +51.4% |
| 1Y | -9.5% | -1.5% | -8.0% | -9.3% |
| All | -9.5% | +2.8% | -12.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling