-99.1%
AMC vs RSG
+97.4%
-196.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +14.1% | +13.8% | +0.3% | +11.6% |
| 3M | +31.3% | +15.4% | +15.9% | +28.0% |
| 6M | +126.7% | +24.1% | +102.5% | +117.2% |
| YTD | +117.9% | +17.8% | +100.1% | +110.9% |
| 1Y | +41.1% | +21.5% | +19.6% | +35.1% |
| 3Y | -61.0% | +63.3% | -124.3% | -68.1% |
| 5Y | -99.1% | +97.3% | -196.4% | -99.4% |
| All | -99.1% | +97.4% | -196.5% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling