-98.9%
AMC vs HBM
+599.4%
-698.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.8% | -9.1% | -4.5% |
| 7D | -0.8% | +7.4% | -8.1% | -2.3% |
| 30D | -1.2% | +5.1% | -6.2% | -2.4% |
| 3M | +42.2% | +11.1% | +31.1% | +38.2% |
| 6M | +118.8% | +30.2% | +88.6% | +106.1% |
| YTD | +64.1% | +46.2% | +17.9% | +49.4% |
| 1Y | -9.5% | +120.0% | -129.6% | -24.5% |
| 3Y | -64.3% | +527.4% | -591.8% | -76.5% |
| 5Y | -99.5% | +400.4% | -499.9% | -99.6% |
| 10Y | -98.9% | +621.5% | -720.4% | -99.4% |
| All | -98.9% | +599.4% | -698.4% | -99.4% |
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