-2.6%
AMC vs SGI
-17.2%
+14.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +2.3% | +8.5% | -6.2% | -1.2% |
| 30D | -0.7% | +0.7% | -1.4% | -1.2% |
| 3M | +35.2% | +0.6% | +34.6% | +31.4% |
| 6M | +124.6% | -17.9% | +142.5% | +136.4% |
| YTD | +69.9% | -21.2% | +91.1% | +80.3% |
| 1Y | -2.6% | -18.9% | +16.3% | +1.5% |
| All | -2.6% | -17.2% | +14.6% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling