+202.0%
GE vs AMC
-97.7%
+299.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | +7.1% | +2.6% | +4.5% | +7.0% |
| 30D | +6.5% | +9.0% | -2.6% | +6.0% |
| 3M | -13.6% | +22.2% | -35.7% | -14.5% |
| 6M | +6.0% | +91.5% | -85.5% | +2.1% |
| YTD | +5.4% | +101.3% | -95.9% | +1.0% |
| 1Y | +6.5% | +20.8% | -14.3% | +4.1% |
| 3Y | +268.6% | -71.3% | +339.9% | +272.4% |
| 5Y | +389.0% | -99.2% | +488.3% | +444.5% |
| 10Y | +163.3% | -98.7% | +262.0% | +143.5% |
| All | +202.0% | -97.7% | +299.7% | +144.9% |
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