-99.0%
AMC vs SPYG
+412.5%
-511.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.5% |
| 7D | -6.8% | +0.3% | -7.1% | -7.2% |
| 30D | +1.7% | -1.7% | +3.3% | +3.5% |
| 3M | +26.8% | +3.6% | +23.2% | +21.5% |
| 6M | +117.7% | +16.6% | +101.1% | +86.9% |
| YTD | +57.7% | +13.4% | +44.3% | +39.2% |
| 1Y | -12.5% | +19.6% | -32.0% | -27.0% |
| 3Y | -65.7% | +99.8% | -165.5% | -83.8% |
| 5Y | -99.5% | +85.0% | -184.4% | -99.7% |
| 10Y | -99.0% | +422.1% | -521.1% | -99.8% |
| All | -99.0% | +412.5% | -511.4% | -99.8% |
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