+40.7%
AMC vs SPG
+33.6%
+7.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.8% | +2.7% | -5.6% | -4.6% |
| 30D | +14.0% | +16.6% | -2.6% | +3.5% |
| 3M | +42.5% | +8.1% | +34.4% | +35.8% |
| 6M | +142.6% | +19.3% | +123.2% | +108.2% |
| YTD | +119.2% | +31.1% | +88.2% | +83.5% |
| 1Y | +40.7% | +32.8% | +8.0% | +17.0% |
| All | +40.7% | +33.6% | +7.1% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling