+214.4%
GE vs AMC
-98.1%
+312.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.9% |
| 7D | -1.6% | +2.3% | -3.9% | -1.7% |
| 30D | -11.6% | -0.7% | -10.8% | -11.6% |
| 3M | +3.0% | +35.2% | -32.2% | +1.0% |
| 6M | -0.5% | +124.6% | -125.1% | -4.9% |
| YTD | +9.7% | +69.9% | -60.1% | +6.1% |
| 1Y | +20.0% | -2.6% | +22.6% | +18.5% |
| 3Y | +275.8% | -79.8% | +355.6% | +283.4% |
| 5Y | +429.1% | -99.4% | +528.5% | +494.7% |
| 10Y | +151.2% | -98.9% | +250.1% | +133.0% |
| All | +214.4% | -98.1% | +312.5% | +157.2% |
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