-98.7%
AMC vs SPG
+117.2%
-215.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.3% |
| 7D | +5.5% | +5.6% | -0.1% | +1.4% |
| 30D | +16.1% | +17.6% | -1.5% | +2.6% |
| 3M | +43.0% | +7.5% | +35.5% | +35.5% |
| 6M | +130.7% | +18.5% | +112.1% | +100.7% |
| YTD | +121.8% | +30.9% | +90.9% | +79.1% |
| 1Y | +40.7% | +34.1% | +6.5% | +11.4% |
| 3Y | -56.8% | +135.5% | -192.3% | -79.1% |
| 5Y | -99.1% | +86.5% | -185.6% | -99.5% |
| 10Y | -98.7% | +116.1% | -214.7% | -99.5% |
| All | -98.7% | +117.2% | -215.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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