-98.1%
AMC vs HSY
+149.6%
-247.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.3% |
| 7D | +2.3% | -3.3% | +5.6% | +2.3% |
| 30D | -0.7% | -2.8% | +2.1% | -0.7% |
| 3M | +35.2% | -4.5% | +39.7% | +35.4% |
| 6M | +124.6% | -24.2% | +148.8% | +125.5% |
| YTD | +69.9% | -2.7% | +72.6% | +69.8% |
| 1Y | -2.6% | -3.7% | +1.2% | -2.5% |
| 3Y | -79.8% | -11.5% | -68.3% | -79.8% |
| 5Y | -99.4% | +10.3% | -109.7% | -99.4% |
| 10Y | -98.9% | +122.1% | -221.0% | -99.0% |
| All | -98.1% | +149.6% | -247.7% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling