-98.7%
AMC vs IAG
+370.6%
-469.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -1.1% |
| 7D | -2.8% | +3.4% | -6.3% | -2.9% |
| 30D | +14.0% | -2.7% | +16.7% | +14.0% |
| 3M | +42.5% | -0.5% | +43.0% | +42.5% |
| 6M | +142.6% | -4.8% | +147.4% | +142.5% |
| YTD | +119.2% | +9.6% | +109.6% | +119.6% |
| 1Y | +40.7% | +32.2% | +8.6% | +41.2% |
| 3Y | -57.3% | +692.5% | -749.8% | -55.5% |
| 5Y | -99.1% | +447.6% | -546.7% | -99.1% |
| 10Y | -98.7% | +403.3% | -502.1% | -98.6% |
| All | -98.7% | +370.6% | -469.3% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling