-80.6%
AMC vs IAG
+746.3%
-826.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.5% |
| 7D | +2.3% | -0.5% | +2.9% | +2.3% |
| 30D | -0.7% | +28.9% | -29.6% | -2.7% |
| 3M | +35.2% | +19.1% | +16.1% | +33.4% |
| 6M | +124.6% | -10.3% | +134.8% | +124.5% |
| YTD | +69.9% | +24.2% | +45.7% | +65.8% |
| 1Y | -2.6% | +116.5% | -119.1% | -9.1% |
| All | -80.6% | +746.3% | -826.9% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling