-98.1%
AMC vs SGI
+477.5%
-575.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +2.3% | +8.5% | -6.2% | -0.8% |
| 30D | -0.7% | +0.7% | -1.4% | -1.1% |
| 3M | +35.2% | +0.6% | +34.6% | +33.3% |
| 6M | +124.6% | -17.9% | +142.5% | +139.6% |
| YTD | +69.9% | -21.2% | +91.1% | +83.0% |
| 1Y | -2.6% | -18.9% | +16.3% | +3.5% |
| 3Y | -79.8% | +52.6% | -132.4% | -83.4% |
| 5Y | -99.4% | +60.7% | -160.1% | -99.5% |
| 10Y | -98.9% | +278.1% | -377.0% | -99.5% |
| All | -98.1% | +477.5% | -575.6% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling