-58.9%
AMC vs SPG
+135.6%
-194.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +3.5% | +2.0% | +1.5% | +2.5% |
| 30D | +12.5% | +17.2% | -4.8% | +3.9% |
| 3M | +23.6% | +6.3% | +17.3% | +19.9% |
| 6M | +144.4% | +18.7% | +125.7% | +122.6% |
| YTD | +108.3% | +30.1% | +78.2% | +82.2% |
| 1Y | +38.9% | +32.8% | +6.1% | +20.3% |
| 3Y | -58.9% | +133.6% | -192.4% | -80.3% |
| All | -58.9% | +135.6% | -194.4% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling