-98.9%
AMC vs IBB
+132.1%
-231.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.1% |
| 7D | +2.3% | +1.4% | +0.9% | +1.1% |
| 30D | -0.7% | +10.5% | -11.2% | -8.8% |
| 3M | +35.2% | +23.6% | +11.6% | +11.8% |
| 6M | +124.6% | +22.6% | +102.0% | +86.7% |
| YTD | +69.9% | +25.7% | +44.2% | +38.4% |
| 1Y | -2.6% | +51.4% | -54.0% | -32.4% |
| 3Y | -79.8% | +64.4% | -144.1% | -86.9% |
| 5Y | -99.4% | +22.1% | -121.5% | -99.5% |
| All | -98.9% | +132.1% | -231.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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