-57.7%
AMC vs GTLB
+4.1%
-61.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | +8.4% | -3.5% | +11.9% | +9.1% |
| 30D | +9.2% | -9.0% | +18.1% | +11.2% |
| 3M | +32.0% | +15.9% | +16.2% | +27.7% |
| 6M | +149.3% | +104.9% | +44.4% | +115.3% |
| YTD | +114.1% | +26.0% | +88.1% | +99.7% |
| 1Y | +35.8% | +1.8% | +34.0% | +31.5% |
| All | -57.7% | +4.1% | -61.8% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling