+49.1%
BAX vs AMC
+40.5%
+8.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +1.8% |
| 7D | +9.0% | +6.6% | +2.5% | +8.6% |
| 30D | +8.5% | +14.1% | -5.6% | +7.5% |
| 3M | -4.1% | +31.3% | -35.4% | -5.9% |
| 6M | +46.9% | +126.7% | -79.7% | +33.2% |
| YTD | +38.4% | +117.9% | -79.6% | +23.6% |
| All | +49.1% | +40.5% | +8.6% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling