-33.9%
BAX vs AMC
-98.6%
+64.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +2.3% |
| 7D | +9.0% | +6.6% | +2.5% | +9.0% |
| 30D | +8.5% | +14.1% | -5.6% | +8.3% |
| 3M | -4.1% | +31.3% | -35.4% | -4.3% |
| 6M | +46.9% | +126.7% | -79.7% | +45.8% |
| YTD | +38.4% | +117.9% | -79.6% | +37.3% |
| 1Y | +47.0% | +41.1% | +5.9% | +46.2% |
| 3Y | -14.9% | -61.0% | +46.0% | -15.2% |
| 5Y | -62.5% | -99.1% | +36.6% | -62.3% |
| 10Y | -33.9% | -98.7% | +64.8% | -33.6% |
| All | -33.9% | -98.6% | +64.7% | -33.6% |
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