-98.7%
AMC vs RSG
+449.6%
-548.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +5.5% | +2.0% | +3.5% | +5.1% |
| 30D | +16.1% | +14.2% | +1.9% | +12.9% |
| 3M | +43.0% | +15.8% | +27.2% | +38.6% |
| 6M | +130.7% | +24.6% | +106.1% | +119.3% |
| YTD | +121.8% | +18.2% | +103.6% | +112.9% |
| 1Y | +40.7% | +22.8% | +17.9% | +33.6% |
| 3Y | -56.8% | +62.4% | -119.2% | -62.6% |
| 5Y | -99.1% | +96.0% | -195.1% | -99.3% |
| 10Y | -98.7% | +448.5% | -547.2% | -99.2% |
| All | -98.7% | +449.6% | -548.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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