-99.5%
AMC vs RSG
+91.5%
-191.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -0.8% | -0.7% | 0.0% | -0.7% |
| 30D | -1.2% | +3.3% | -4.5% | -1.7% |
| 3M | +42.2% | +8.5% | +33.8% | +40.1% |
| 6M | +118.8% | -3.5% | +122.3% | +121.2% |
| YTD | +64.1% | +5.5% | +58.6% | +62.0% |
| 1Y | -9.5% | -1.7% | -7.8% | -9.0% |
| 3Y | -64.3% | +56.9% | -121.2% | -70.9% |
| 5Y | -99.5% | +89.4% | -188.9% | -99.6% |
| All | -99.5% | +91.5% | -191.0% | -99.6% |
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