-97.7%
AMC vs HIG
+397.1%
-494.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.2% |
| 7D | +2.6% | +1.1% | +1.6% | +2.1% |
| 30D | +9.0% | +5.6% | +3.5% | +5.7% |
| 3M | +22.2% | -6.9% | +29.1% | +26.5% |
| 6M | +91.5% | +1.3% | +90.2% | +87.4% |
| YTD | +101.3% | -1.5% | +102.7% | +100.2% |
| 1Y | +20.8% | +6.6% | +14.2% | +14.5% |
| 3Y | -71.3% | +91.2% | -162.5% | -81.6% |
| 5Y | -99.2% | +106.1% | -205.3% | -99.5% |
| 10Y | -98.7% | +283.7% | -382.4% | -99.5% |
| All | -97.7% | +397.1% | -494.8% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling