-98.8%
AMC vs SPG
+113.9%
-212.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +3.5% | +2.0% | +1.5% | +2.0% |
| 30D | +12.5% | +17.2% | -4.8% | -0.4% |
| 3M | +23.6% | +6.3% | +17.3% | +18.0% |
| 6M | +144.4% | +18.7% | +125.7% | +112.7% |
| YTD | +108.3% | +30.1% | +78.2% | +69.1% |
| 1Y | +38.9% | +32.8% | +6.1% | +10.9% |
| 3Y | -58.9% | +133.6% | -192.4% | -80.0% |
| 5Y | -99.2% | +84.4% | -183.6% | -99.5% |
| All | -98.8% | +113.9% | -212.7% | -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