+187.0%
GM vs AMC
-98.1%
+285.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.7% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | -1.4% | -0.7% | -0.6% | -1.4% |
| 3M | +5.9% | +35.2% | -29.3% | +4.0% |
| 6M | +12.4% | +124.6% | -112.2% | +7.8% |
| YTD | +8.6% | +69.9% | -61.2% | +5.2% |
| 1Y | +52.6% | -2.6% | +55.2% | +50.8% |
| 3Y | +169.7% | -79.8% | +249.4% | +175.1% |
| 5Y | +87.5% | -99.4% | +186.9% | +107.4% |
| 10Y | +233.0% | -98.9% | +331.8% | +226.4% |
| All | +187.0% | -98.1% | +285.1% | +154.8% |
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