-97.7%
AMC vs HUBB
+428.5%
-526.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.5% |
| 7D | +2.6% | +1.7% | +1.0% | +1.9% |
| 30D | +9.0% | -9.7% | +18.7% | +15.2% |
| 3M | +22.2% | -15.2% | +37.3% | +33.2% |
| 6M | +91.5% | -14.0% | +105.5% | +104.6% |
| YTD | +101.3% | -2.4% | +103.7% | +96.8% |
| 1Y | +20.8% | -5.8% | +26.6% | +20.6% |
| 3Y | -71.3% | +60.4% | -131.7% | -81.0% |
| 5Y | -99.2% | +125.4% | -224.7% | -99.6% |
| 10Y | -98.7% | +409.7% | -508.4% | -99.6% |
| All | -97.7% | +428.5% | -526.2% | -99.3% |
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