-98.9%
AMC vs IAG
+371.0%
-469.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.4% |
| 7D | -0.8% | +4.3% | -5.0% | -0.8% |
| 30D | -1.2% | +9.8% | -10.9% | -1.1% |
| 3M | +42.2% | +28.9% | +13.3% | +42.3% |
| 6M | +118.8% | -7.6% | +126.4% | +118.4% |
| YTD | +64.1% | +22.0% | +42.1% | +64.4% |
| 1Y | -9.5% | +99.5% | -109.0% | -8.9% |
| 3Y | -64.3% | +818.3% | -882.6% | -62.8% |
| 5Y | -99.5% | +785.9% | -885.4% | -99.4% |
| 10Y | -98.9% | +381.1% | -480.0% | -98.9% |
| All | -98.9% | +371.0% | -469.9% | -98.9% |
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