-97.5%
AMC vs RSG
+852.2%
-949.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -2.8% | +1.6% | -4.4% | -3.3% |
| 30D | +14.0% | +13.5% | +0.5% | +10.2% |
| 3M | +42.5% | +16.3% | +26.2% | +36.8% |
| 6M | +142.6% | +26.9% | +115.7% | +126.3% |
| YTD | +119.2% | +19.1% | +100.2% | +107.7% |
| 1Y | +40.7% | +21.8% | +18.9% | +32.2% |
| 3Y | -57.3% | +63.5% | -120.8% | -64.3% |
| 5Y | -99.1% | +98.6% | -197.8% | -99.3% |
| 10Y | -98.7% | +444.4% | -543.1% | -99.4% |
| All | -97.5% | +852.2% | -949.7% | -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