-98.7%
AMC vs HSY
+122.5%
-221.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.6% | +10.9% | +8.2% |
| 7D | +6.6% | +1.3% | +5.3% | +6.6% |
| 30D | +14.1% | +6.6% | +7.5% | +14.3% |
| 3M | +31.3% | -4.1% | +35.4% | +31.2% |
| 6M | +126.7% | -5.2% | +131.9% | +126.6% |
| YTD | +117.9% | -2.5% | +120.5% | +118.1% |
| 1Y | +41.1% | +4.7% | +36.3% | +41.4% |
| 3Y | -61.0% | +0.6% | -61.5% | -60.7% |
| 5Y | -99.1% | +11.7% | -110.8% | -99.1% |
| 10Y | -98.7% | +120.0% | -218.7% | -98.8% |
| All | -98.7% | +122.5% | -221.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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