+93.7%
AMC vs SPG
+14.5%
+79.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -12.2% |
| 7D | 0.0% | +5.0% | -5.0% | -1.2% |
| 30D | +4.4% | +12.3% | -7.9% | +1.3% |
| 3M | +15.4% | +1.9% | +13.5% | +13.8% |
| 6M | +93.7% | +14.4% | +79.3% | +86.6% |
| All | +93.7% | +14.5% | +79.2% | +86.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling