-98.8%
AMC vs SPYG
+393.2%
-492.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.7% |
| 7D | +3.5% | +2.3% | +1.2% | +1.1% |
| 30D | +12.5% | -6.5% | +18.9% | +21.1% |
| 3M | +23.6% | -6.8% | +30.4% | +33.9% |
| 6M | +144.4% | -3.1% | +147.5% | +154.6% |
| YTD | +108.3% | +8.0% | +100.3% | +94.8% |
| 1Y | +38.9% | +10.2% | +28.7% | +27.1% |
| 3Y | -58.9% | +91.0% | -149.9% | -79.5% |
| 5Y | -99.2% | +67.7% | -166.9% | -99.5% |
| All | -98.8% | +393.2% | -492.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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