-36.8%
BAX vs AMC
-98.7%
+61.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +12.1% | +2.6% | +9.5% | +12.1% |
| 30D | +7.6% | +9.0% | -1.4% | +7.5% |
| 3M | -4.5% | +22.2% | -26.7% | -4.6% |
| 6M | +52.0% | +91.5% | -39.4% | +51.0% |
| YTD | +35.1% | +101.3% | -66.1% | +34.1% |
| 1Y | +43.7% | +20.8% | +22.9% | +43.0% |
| 3Y | -20.9% | -71.3% | +50.4% | -21.0% |
| 5Y | -63.5% | -99.2% | +35.7% | -63.3% |
| All | -36.8% | -98.7% | +61.9% | -37.0% |
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