-98.3%
AMC vs MGY
+176.7%
-274.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.4% |
| 7D | +3.5% | +4.5% | -1.0% | +1.0% |
| 30D | +12.5% | -0.4% | +12.9% | +11.4% |
| 3M | +23.6% | -4.3% | +27.9% | +23.1% |
| 6M | +144.4% | -12.9% | +157.2% | +149.7% |
| YTD | +108.3% | +15.2% | +93.1% | +78.4% |
| 1Y | +38.9% | +10.3% | +28.5% | +21.6% |
| 3Y | -58.9% | +23.6% | -82.5% | -68.5% |
| 5Y | -99.2% | +35.7% | -134.9% | -99.5% |
| All | -98.3% | +176.7% | -274.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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