-99.2%
AMC vs IBN
+73.5%
-172.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.5% | +1.9% | +1.6% | +2.3% |
| 30D | +12.5% | +22.1% | -9.7% | -2.1% |
| 3M | +23.6% | +17.1% | +6.5% | +10.4% |
| 6M | +144.4% | +35.5% | +108.8% | +95.7% |
| YTD | +108.3% | +16.8% | +91.5% | +84.7% |
| 1Y | +38.9% | +12.4% | +26.5% | +26.6% |
| 3Y | -58.9% | +58.0% | -116.9% | -73.6% |
| All | -99.2% | +73.5% | -172.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling