-97.7%
AMC vs SPYG
+529.9%
-627.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.0% |
| 7D | +2.6% | -3.6% | +6.3% | +7.1% |
| 30D | +9.0% | -11.2% | +20.2% | +23.7% |
| 3M | +22.2% | -8.1% | +30.2% | +34.1% |
| 6M | +91.5% | -3.3% | +94.8% | +99.5% |
| YTD | +101.3% | +5.5% | +95.7% | +92.7% |
| 1Y | +20.8% | +7.0% | +13.8% | +14.1% |
| 3Y | -71.3% | +89.5% | -160.8% | -85.5% |
| 5Y | -99.2% | +63.3% | -162.5% | -99.5% |
| 10Y | -98.7% | +395.1% | -493.8% | -99.7% |
| All | -97.7% | +529.9% | -627.6% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling