-61.0%
AMC vs IBB
+86.3%
-147.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +6.0% |
| 7D | +6.6% | +2.7% | +3.9% | +5.0% |
| 30D | +14.1% | +6.3% | +7.8% | +9.4% |
| 3M | +31.3% | +11.1% | +20.2% | +21.9% |
| 6M | +126.7% | +29.2% | +97.4% | +82.2% |
| YTD | +117.9% | +30.2% | +87.7% | +74.9% |
| 1Y | +41.1% | +39.5% | +1.6% | +6.4% |
| 3Y | -61.0% | +92.3% | -153.3% | -81.1% |
| All | -61.0% | +86.3% | -147.3% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling