-98.1%
AMC vs IBN
+413.1%
-511.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.6% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +35.2% | +17.1% | +18.1% | +28.4% |
| 6M | +124.6% | +3.4% | +121.2% | +122.1% |
| YTD | +69.9% | +2.5% | +67.3% | +68.2% |
| 1Y | -2.6% | -4.2% | +1.6% | -1.8% |
| 3Y | -79.8% | +32.4% | -112.2% | -81.6% |
| 5Y | -99.4% | +59.2% | -158.6% | -99.5% |
| 10Y | -98.9% | +345.7% | -444.6% | -99.3% |
| All | -98.1% | +413.1% | -511.2% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling