-97.7%
AMC vs HBM
+198.2%
-295.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | +2.6% | -3.6% | +6.3% | +3.5% |
| 30D | +9.0% | -19.2% | +28.2% | +13.3% |
| 3M | +22.2% | -20.5% | +42.7% | +27.0% |
| 6M | +91.5% | -12.8% | +104.3% | +95.3% |
| YTD | +101.3% | +5.4% | +95.9% | +96.5% |
| 1Y | +20.8% | +33.0% | -12.2% | +13.1% |
| 3Y | -71.3% | +357.3% | -428.6% | -78.8% |
| 5Y | -99.2% | +210.4% | -309.6% | -99.4% |
| 10Y | -98.7% | +387.1% | -485.8% | -99.2% |
| All | -97.7% | +198.2% | -295.9% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling