-97.7%
AMC vs SGI
+461.0%
-558.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.8% | -9.7% | -11.5% |
| 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% | +97.9% |
| YTD | +97.4% | -23.4% | +120.9% | +114.9% |
| 1Y | +23.2% | -14.0% | +37.2% | +28.2% |
| 3Y | -71.3% | +78.8% | -150.1% | -77.7% |
| 5Y | -99.3% | +58.6% | -157.9% | -99.4% |
| 10Y | -98.7% | +427.8% | -526.6% | -99.4% |
| All | -97.7% | +461.0% | -558.7% | -99.1% |
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 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