+25.9%
GM vs AMC
+43.0%
-17.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.2% |
| 7D | +0.4% | +5.5% | -5.1% | +0.1% |
| 30D | +7.2% | +16.1% | -8.9% | +6.4% |
| 3M | +1.0% | +43.0% | -41.9% | -1.0% |
| 6M | +13.0% | +130.7% | -117.6% | +4.5% |
| YTD | +9.8% | +121.8% | -112.0% | +1.9% |
| 1Y | +25.9% | +40.7% | -14.7% | +27.3% |
| All | +25.9% | +43.0% | -17.1% | +27.3% |
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