-99.3%
AMC vs GTLB
-47.1%
-52.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +4.0% |
| 7D | +2.3% | +11.1% | -8.7% | -1.6% |
| 30D | -0.7% | +37.8% | -38.6% | -12.1% |
| 3M | +35.2% | +61.6% | -26.4% | +11.4% |
| 6M | +124.6% | +98.9% | +25.7% | +70.0% |
| YTD | +69.9% | +32.8% | +37.1% | +46.9% |
| 1Y | -2.6% | +14.7% | -17.2% | -12.3% |
| 3Y | -79.8% | +1.3% | -81.1% | -83.4% |
| All | -99.3% | -47.1% | -52.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling