+40.7%
AMC vs SGI
-30.7%
+71.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.3% | +7.0% | +4.2% |
| 7D | +5.5% | -3.9% | +9.4% | +7.5% |
| 30D | +16.1% | +0.9% | +15.2% | +15.7% |
| 3M | +43.0% | -2.9% | +45.9% | +44.3% |
| 6M | +130.7% | -9.0% | +139.6% | +130.6% |
| YTD | +121.8% | -29.2% | +151.0% | +146.0% |
| 1Y | +40.7% | -32.3% | +72.9% | +62.2% |
| All | +40.7% | -30.7% | +71.4% | +62.2% |
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