-99.5%
AMC vs SPYG
+84.3%
-183.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.8% |
| 7D | -0.8% | +1.2% | -2.0% | -2.4% |
| 30D | -1.2% | -1.6% | +0.4% | +1.0% |
| 3M | +42.2% | +3.4% | +38.9% | +34.7% |
| 6M | +118.8% | +18.9% | +99.9% | +74.1% |
| YTD | +64.1% | +13.8% | +50.3% | +38.4% |
| 1Y | -9.5% | +20.6% | -30.1% | -29.8% |
| 3Y | -64.3% | +100.5% | -164.9% | -88.2% |
| 5Y | -99.5% | +84.6% | -184.1% | -99.8% |
| All | -99.5% | +84.3% | -183.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling