-34.4%
BAX vs AMC
-98.7%
+64.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -0.6% | -2.8% | +2.2% | -0.6% |
| 30D | +6.3% | +14.0% | -7.7% | +6.2% |
| 3M | -4.6% | +42.5% | -47.1% | -4.8% |
| 6M | +50.4% | +142.6% | -92.2% | +49.1% |
| YTD | +38.0% | +119.2% | -81.2% | +36.9% |
| 1Y | +44.6% | +40.7% | +3.9% | +43.8% |
| 3Y | -15.1% | -57.3% | +42.2% | -15.4% |
| 5Y | -63.3% | -99.1% | +35.8% | -63.1% |
| 10Y | -34.4% | -98.7% | +64.3% | -33.2% |
| All | -34.4% | -98.7% | +64.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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