-63.1%
BAX vs AMC
-99.1%
+36.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | 0.0% |
| 7D | +3.6% | +5.5% | -1.8% | +3.5% |
| 30D | +8.5% | +16.1% | -7.6% | +8.0% |
| 3M | -4.9% | +43.0% | -47.8% | -5.9% |
| 6M | +47.0% | +130.7% | -83.7% | +42.4% |
| YTD | +38.4% | +121.8% | -83.3% | +33.9% |
| 1Y | +49.1% | +40.7% | +8.5% | +45.8% |
| 3Y | -14.9% | -56.8% | +41.9% | -15.4% |
| 5Y | -63.1% | -99.1% | +36.0% | -60.5% |
| All | -63.1% | -99.1% | +36.0% | -60.5% |
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