-98.1%
AMC vs HUBB
+467.0%
-565.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | -0.7% | -10.0% | +9.3% | +5.1% |
| 3M | +35.2% | -4.8% | +40.0% | +37.5% |
| 6M | +124.6% | -5.6% | +130.1% | +126.6% |
| YTD | +69.9% | +4.7% | +65.2% | +60.2% |
| 1Y | -2.6% | +6.7% | -9.2% | -9.6% |
| 3Y | -79.8% | +45.8% | -125.5% | -85.7% |
| 5Y | -99.4% | +145.9% | -245.3% | -99.7% |
| 10Y | -98.9% | +418.6% | -517.5% | -99.7% |
| All | -98.1% | +467.0% | -565.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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