-98.7%
AMC vs HBM
+301.8%
-400.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.5% |
| 7D | +5.5% | +2.4% | +3.1% | +5.2% |
| 30D | +16.1% | -16.0% | +32.1% | +20.4% |
| 3M | +43.0% | -21.3% | +64.3% | +49.8% |
| 6M | +130.7% | -12.2% | +142.9% | +135.5% |
| YTD | +121.8% | +10.7% | +111.1% | +113.4% |
| 1Y | +40.7% | +30.3% | +10.4% | +30.8% |
| 3Y | -56.8% | +432.2% | -489.0% | -70.6% |
| 5Y | -99.1% | +218.8% | -317.9% | -99.3% |
| 10Y | -98.7% | +281.4% | -380.0% | -99.3% |
| All | -98.7% | +301.8% | -400.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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