-13.2%
BAX vs AMC
-97.8%
+84.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.5% | +9.3% | -3.1% |
| 7D | +9.1% | 0.0% | +9.1% | +9.2% |
| 30D | +5.3% | +4.4% | +0.9% | +5.2% |
| 3M | -6.1% | +15.4% | -21.5% | -6.3% |
| 6M | +53.3% | +93.7% | -40.4% | +52.0% |
| YTD | +34.4% | +97.4% | -63.0% | +33.2% |
| 1Y | +43.2% | +23.2% | +20.0% | +42.4% |
| 3Y | -20.1% | -71.3% | +51.1% | -20.1% |
| 5Y | -63.7% | -99.3% | +35.5% | -63.3% |
| 10Y | -36.3% | -98.7% | +62.4% | -31.8% |
| All | -13.2% | -97.8% | +84.6% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling