-9.5%
AMC vs HIG
+5.4%
-14.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.3% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -1.2% | -4.9% | +3.7% | -0.8% |
| 3M | +42.2% | +6.8% | +35.4% | +39.6% |
| 6M | +118.8% | -1.7% | +120.5% | +118.8% |
| YTD | +64.1% | -0.2% | +64.3% | +64.9% |
| 1Y | -9.5% | +5.7% | -15.2% | -7.3% |
| All | -9.5% | +5.4% | -14.9% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling