+193.2%
GM vs AMC
-97.5%
+290.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.2% | +3.7% |
| 7D | -0.3% | +6.6% | -6.9% | -0.6% |
| 30D | +8.4% | +14.1% | -5.7% | +7.8% |
| 3M | +2.6% | +31.3% | -28.7% | +1.3% |
| 6M | +14.3% | +126.7% | -112.4% | +9.5% |
| YTD | +11.0% | +117.9% | -107.0% | +6.2% |
| 1Y | +27.8% | +41.1% | -13.3% | +24.4% |
| 3Y | +246.7% | -61.0% | +307.6% | +246.1% |
| 5Y | +59.6% | -99.1% | +158.7% | +74.2% |
| 10Y | +249.1% | -98.7% | +347.8% | +245.7% |
| All | +193.2% | -97.5% | +290.8% | +157.3% |
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 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