-97.5%
AMC vs RSG
+842.5%
-940.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +6.6% | +0.3% | +6.3% | +6.4% |
| 30D | +14.1% | +13.8% | +0.3% | +10.2% |
| 3M | +31.3% | +15.4% | +15.9% | +26.3% |
| 6M | +126.7% | +24.1% | +102.5% | +112.7% |
| YTD | +117.9% | +17.8% | +100.1% | +107.0% |
| 1Y | +41.1% | +21.5% | +19.6% | +32.6% |
| 3Y | -61.0% | +63.3% | -124.3% | -67.4% |
| 5Y | -99.1% | +97.3% | -196.4% | -99.3% |
| 10Y | -98.7% | +448.1% | -546.8% | -99.4% |
| All | -97.5% | +842.5% | -940.0% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling