-98.7%
AMC vs HIG
+270.3%
-369.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.6% | +7.9% |
| 7D | +6.6% | -0.5% | +7.1% | +7.0% |
| 30D | +14.1% | +4.5% | +9.6% | +11.2% |
| 3M | +31.3% | -5.5% | +36.7% | +34.9% |
| 6M | +126.7% | +3.1% | +123.6% | +119.4% |
| YTD | +117.9% | -0.8% | +118.8% | +116.0% |
| 1Y | +41.1% | +6.1% | +35.0% | +34.0% |
| 3Y | -61.0% | +94.1% | -155.1% | -75.7% |
| 5Y | -99.1% | +106.4% | -205.6% | -99.5% |
| 10Y | -98.7% | +265.1% | -363.8% | -99.5% |
| All | -98.7% | +270.3% | -369.0% | -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