-99.0%
AMC vs HIG
+314.4%
-413.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.3% |
| 7D | -6.8% | -0.5% | -6.3% | -6.7% |
| 30D | +1.7% | -2.8% | +4.5% | +3.1% |
| 3M | +26.8% | +6.3% | +20.5% | +21.2% |
| 6M | +117.7% | -0.1% | +117.8% | +115.8% |
| YTD | +57.7% | +0.4% | +57.3% | +55.6% |
| 1Y | -12.5% | +6.2% | -18.7% | -17.0% |
| 3Y | -65.7% | +101.6% | -167.4% | -79.1% |
| 5Y | -99.5% | +119.8% | -219.3% | -99.7% |
| 10Y | -99.0% | +311.7% | -410.7% | -99.6% |
| All | -99.0% | +314.4% | -413.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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