+39.4%
GM vs AMC
+38.0%
+1.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.3% | -2.7% | +4.3% |
| 7D | +12.1% | +17.7% | -5.7% | +11.3% |
| 30D | +15.2% | +26.2% | -11.0% | +14.0% |
| 3M | +4.9% | +31.3% | -26.5% | +3.4% |
| 6M | +22.6% | +142.8% | -120.1% | +13.6% |
| YTD | +14.4% | +125.6% | -111.2% | +6.6% |
| 1Y | +39.4% | +40.2% | -0.8% | +36.3% |
| All | +39.4% | +38.0% | +1.4% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling