-97.5%
AMC vs IAG
+391.1%
-488.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -2.3% |
| 7D | +8.4% | -2.1% | +10.5% | +8.5% |
| 30D | +9.2% | -6.2% | +15.3% | +9.2% |
| 3M | +32.0% | -5.1% | +37.2% | +32.0% |
| 6M | +149.3% | -10.0% | +159.2% | +149.3% |
| YTD | +114.1% | +3.9% | +110.2% | +114.3% |
| 1Y | +35.8% | +18.9% | +16.9% | +35.9% |
| 3Y | -58.3% | +651.8% | -710.1% | -57.6% |
| 5Y | -99.2% | +416.3% | -515.4% | -99.2% |
| 10Y | -98.8% | +377.4% | -476.2% | -98.7% |
| All | -97.5% | +391.1% | -488.7% | -97.6% |
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 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