-71.9%
AMC vs SGI
+78.8%
-150.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.8% | -9.7% | -11.4% |
| 7D | 0.0% | +5.3% | -5.3% | -1.7% |
| 30D | +4.4% | +8.2% | -3.8% | +1.5% |
| 3M | +15.4% | -2.2% | +17.6% | +16.1% |
| 6M | +93.7% | -8.4% | +102.1% | +96.9% |
| YTD | +97.4% | -23.4% | +120.9% | +113.2% |
| 1Y | +23.2% | -14.0% | +37.2% | +27.8% |
| All | -71.9% | +78.8% | -150.7% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling