-99.5%
AMC vs MGY
+94.8%
-194.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.3% | -4.2% |
| 7D | -6.8% | +1.5% | -8.3% | -7.2% |
| 30D | +1.7% | +6.8% | -5.2% | 0.0% |
| 3M | +26.8% | +2.6% | +24.2% | +25.1% |
| 6M | +117.7% | -3.1% | +120.8% | +115.2% |
| YTD | +57.7% | +29.4% | +28.3% | +42.3% |
| 1Y | -12.5% | +22.3% | -34.8% | -20.2% |
| 3Y | -65.7% | +26.6% | -92.3% | -70.2% |
| 5Y | -99.5% | +92.1% | -191.6% | -99.6% |
| All | -99.5% | +94.8% | -194.3% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling