-98.7%
AMC vs SGI
+337.7%
-436.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.8% | -10.5% | +7.6% | +1.5% |
| 30D | +14.0% | +0.1% | +13.9% | +13.9% |
| 3M | +42.5% | -4.0% | +46.5% | +44.3% |
| 6M | +142.6% | -5.6% | +148.2% | +144.3% |
| YTD | +119.2% | -29.5% | +148.7% | +147.6% |
| 1Y | +40.7% | -31.5% | +72.3% | +60.9% |
| 3Y | -57.3% | +71.6% | -128.9% | -67.2% |
| 5Y | -99.1% | +50.5% | -149.7% | -99.3% |
| 10Y | -98.7% | +333.9% | -432.6% | -99.5% |
| All | -98.7% | +337.7% | -436.4% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling