-98.7%
AMC vs IBB
+133.2%
-231.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -2.8% | -1.4% | -1.5% | -1.2% |
| 30D | +14.0% | +6.8% | +7.2% | +8.4% |
| 3M | +42.5% | +9.2% | +33.3% | +33.0% |
| 6M | +142.6% | +28.3% | +114.2% | +93.8% |
| YTD | +119.2% | +29.4% | +89.9% | +74.5% |
| 1Y | +40.7% | +33.2% | +7.6% | +9.2% |
| 3Y | -57.3% | +90.2% | -147.5% | -75.8% |
| 5Y | -99.1% | +44.0% | -143.1% | -99.4% |
| 10Y | -98.7% | +133.1% | -231.8% | -99.3% |
| All | -98.7% | +133.2% | -231.9% | -99.3% |
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