-97.7%
AMC vs SPG
+192.0%
-289.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.3% |
| 7D | +2.6% | +4.9% | -2.3% | -0.8% |
| 30D | +9.0% | +15.6% | -6.6% | -2.1% |
| 3M | +22.2% | +4.1% | +18.1% | +18.7% |
| 6M | +91.5% | +13.6% | +77.9% | +72.8% |
| YTD | +101.3% | +27.5% | +73.7% | +66.8% |
| 1Y | +20.8% | +32.2% | -11.5% | -2.8% |
| 3Y | -71.3% | +126.0% | -197.3% | -85.3% |
| 5Y | -99.2% | +74.7% | -174.0% | -99.5% |
| 10Y | -98.7% | +112.8% | -211.5% | -99.5% |
| All | -97.7% | +192.0% | -289.7% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling