+190.8%
GM vs AMC
-97.5%
+288.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -3.8% | -2.8% | -1.0% | -3.7% |
| 30D | +7.9% | +14.0% | -6.1% | +7.3% |
| 3M | -0.3% | +42.5% | -42.8% | -1.9% |
| 6M | +18.6% | +142.6% | -124.0% | +13.4% |
| YTD | +10.0% | +119.2% | -109.2% | +5.3% |
| 1Y | +25.9% | +40.7% | -14.8% | +22.5% |
| 3Y | +241.2% | -57.3% | +298.5% | +239.5% |
| 5Y | +50.0% | -99.1% | +149.2% | +63.7% |
| 10Y | +215.1% | -98.7% | +313.8% | +214.2% |
| All | +190.8% | -97.5% | +288.3% | +155.1% |
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