+233.0%
GM vs AMC
-99.0%
+332.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.0% |
| 7D | -1.1% | -7.1% | +6.0% | -0.8% |
| 30D | -3.4% | -1.7% | -1.7% | -3.4% |
| 3M | +8.7% | +13.5% | -4.8% | +7.6% |
| 6M | +15.4% | +112.6% | -97.2% | +11.2% |
| YTD | +6.6% | +51.3% | -44.7% | +3.9% |
| 1Y | +51.5% | -14.5% | +66.0% | +50.6% |
| 3Y | +169.3% | -67.1% | +236.5% | +170.7% |
| 5Y | +81.6% | -99.5% | +181.1% | +100.6% |
| All | +233.0% | -99.0% | +332.0% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling