-98.9%
AMC vs SPG
+59.6%
-158.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.1% |
| 7D | +2.3% | -2.4% | +4.7% | +4.1% |
| 30D | -0.7% | -6.8% | +6.1% | +4.9% |
| 3M | +35.2% | +2.7% | +32.5% | +31.4% |
| 6M | +124.6% | +5.5% | +119.1% | +114.4% |
| YTD | +69.9% | +15.7% | +54.2% | +50.8% |
| 1Y | -2.6% | +20.9% | -23.4% | -16.8% |
| 3Y | -79.8% | +112.4% | -192.2% | -89.4% |
| 5Y | -99.4% | +101.4% | -200.7% | -99.7% |
| All | -98.9% | +59.6% | -158.5% | -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