-99.4%
AMC vs IAG
+764.1%
-863.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | +35.2% | +19.1% | +16.1% | +32.6% |
| 6M | +124.6% | -10.3% | +134.8% | +125.2% |
| YTD | +69.9% | +24.2% | +45.7% | +64.4% |
| 1Y | -2.6% | +116.5% | -119.1% | -11.2% |
| 3Y | -79.8% | +742.8% | -822.6% | -84.5% |
| All | -99.4% | +764.1% | -863.6% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling