+82.8%
GM vs AMC
-99.5%
+182.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | -1.8% | -1.2% | -0.7% | -1.9% |
| 3M | +2.6% | +42.2% | -39.6% | -1.6% |
| 6M | +14.6% | +118.8% | -104.3% | +5.1% |
| YTD | +6.2% | +64.1% | -57.9% | -0.5% |
| 1Y | +48.7% | -9.5% | +58.2% | +46.0% |
| 3Y | +168.3% | -64.3% | +232.7% | +171.7% |
| 5Y | +82.8% | -99.5% | +182.2% | +159.6% |
| All | +82.8% | -99.5% | +182.2% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling