+40.2%
AMC vs IAG
+56.5%
-16.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.2% | -2.9% | +6.1% |
| 7D | +17.7% | +1.1% | +16.6% | +17.4% |
| 30D | +26.2% | -5.3% | +31.4% | +26.5% |
| 3M | +31.3% | +18.0% | +13.3% | +29.0% |
| 6M | +142.8% | +7.1% | +135.6% | +141.9% |
| YTD | +125.6% | +5.9% | +119.7% | +118.9% |
| 1Y | +40.2% | +59.4% | -19.2% | +21.2% |
| All | +40.2% | +56.5% | -16.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling