-99.0%
AMC vs RSG
+418.8%
-517.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | +1.7% | +3.7% | -2.0% | +0.9% |
| 3M | +26.8% | +6.2% | +20.6% | +24.9% |
| 6M | +117.7% | -2.8% | +120.5% | +118.7% |
| YTD | +57.7% | +5.9% | +51.8% | +54.9% |
| 1Y | -12.5% | -1.8% | -10.7% | -12.5% |
| 3Y | -65.7% | +57.5% | -123.2% | -70.5% |
| 5Y | -99.5% | +91.1% | -190.6% | -99.6% |
| 10Y | -99.0% | +428.1% | -527.0% | -99.5% |
| All | -99.0% | +418.8% | -517.7% | -99.5% |
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