-98.7%
AMC vs IAG
+336.8%
-435.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.7% | +8.4% | +1.8% |
| 7D | +5.5% | +16.8% | -11.4% | +5.4% |
| 30D | +16.1% | -1.5% | +17.6% | +16.0% |
| 3M | +43.0% | +0.5% | +42.5% | +42.9% |
| 6M | +130.7% | -1.0% | +131.6% | +130.6% |
| YTD | +121.8% | +12.3% | +109.5% | +122.2% |
| 1Y | +40.7% | +39.2% | +1.4% | +41.2% |
| 3Y | -56.8% | +712.3% | -769.1% | -54.9% |
| 5Y | -99.1% | +484.2% | -583.3% | -99.1% |
| 10Y | -98.7% | +382.3% | -481.0% | -98.6% |
| All | -98.7% | +336.8% | -435.5% | -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