+194.0%
GE vs AMC
-97.8%
+291.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.5% | +8.0% | -3.9% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +1.7% | +4.4% | -2.7% | +1.5% |
| 3M | -17.3% | +15.4% | -32.7% | -18.0% |
| 6M | +10.1% | +93.7% | -83.6% | +6.0% |
| YTD | +2.6% | +97.4% | -94.8% | -1.6% |
| 1Y | +3.7% | +23.2% | -19.5% | +1.4% |
| 3Y | +268.3% | -71.3% | +339.6% | +272.0% |
| 5Y | +376.2% | -99.3% | +475.4% | +430.6% |
| 10Y | +156.4% | -98.7% | +255.1% | +137.3% |
| All | +194.0% | -97.8% | +291.8% | +138.7% |
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