-98.8%
AMC vs HIG
+260.2%
-359.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +8.4% | -0.1% | +8.6% | +8.5% |
| 30D | +9.2% | +4.4% | +4.8% | +6.4% |
| 3M | +32.0% | 0.0% | +32.0% | +31.3% |
| 6M | +149.3% | +3.8% | +145.5% | +140.5% |
| YTD | +114.1% | +0.7% | +113.4% | +110.4% |
| 1Y | +35.8% | +5.0% | +30.7% | +29.8% |
| 3Y | -58.3% | +95.3% | -153.6% | -74.1% |
| 5Y | -99.2% | +110.8% | -209.9% | -99.5% |
| All | -98.8% | +260.2% | -359.0% | -99.5% |
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