-97.7%
AMC vs IBB
+202.5%
-300.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.0% | -7.5% | -9.0% |
| 7D | 0.0% | -3.6% | +3.6% | +3.0% |
| 30D | +4.4% | +3.4% | +1.0% | +2.4% |
| 3M | +15.4% | +9.5% | +5.9% | +8.7% |
| 6M | +93.7% | +23.3% | +70.4% | +66.1% |
| YTD | +97.4% | +24.5% | +72.9% | +68.5% |
| 1Y | +23.2% | +32.9% | -9.7% | +0.4% |
| 3Y | -71.3% | +76.6% | -147.8% | -80.7% |
| 5Y | -99.3% | +35.5% | -134.8% | -99.4% |
| 10Y | -98.7% | +156.7% | -255.5% | -99.3% |
| All | -97.7% | +202.5% | -300.2% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling