-65.8%
BAX vs AMC
-99.4%
+33.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.9% |
| 7D | -1.1% | +2.3% | -3.5% | -1.2% |
| 30D | -5.5% | -0.7% | -4.7% | -5.5% |
| 3M | +33.5% | +35.2% | -1.7% | +31.8% |
| 6M | +35.9% | +124.6% | -88.7% | +31.8% |
| YTD | +35.4% | +69.9% | -34.5% | +32.2% |
| 1Y | +9.8% | -2.6% | +12.3% | +8.5% |
| 3Y | -32.7% | -79.8% | +47.0% | -32.1% |
| All | -65.8% | -99.4% | +33.6% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling