-97.7%
AMC vs IAG
+437.5%
-535.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +1.9% |
| 7D | +2.6% | +21.4% | -18.8% | +2.5% |
| 30D | +9.0% | +4.0% | +5.0% | +9.0% |
| 3M | +22.2% | +17.0% | +5.1% | +22.1% |
| 6M | +91.5% | +1.4% | +90.1% | +91.4% |
| YTD | +101.3% | +13.8% | +87.5% | +101.3% |
| 1Y | +20.8% | +55.8% | -35.0% | +20.9% |
| 3Y | -71.3% | +647.4% | -718.7% | -70.9% |
| 5Y | -99.2% | +519.1% | -618.4% | -99.2% |
| 10Y | -98.7% | +345.6% | -444.3% | -98.7% |
| All | -97.7% | +437.5% | -535.2% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling