-61.0%
AMC vs RSG
+64.0%
-124.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +6.6% | +0.3% | +6.3% | +6.7% |
| 30D | +14.1% | +13.8% | +0.3% | +17.0% |
| 3M | +31.3% | +15.4% | +15.9% | +34.8% |
| 6M | +126.7% | +24.1% | +102.5% | +136.4% |
| YTD | +117.9% | +17.8% | +100.1% | +126.7% |
| 1Y | +41.1% | +21.5% | +19.6% | +47.2% |
| 3Y | -61.0% | +63.3% | -124.3% | -47.8% |
| All | -61.0% | +64.0% | -124.9% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling