+331.8%
SPGI vs AMC
-98.7%
+430.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +0.3% | +2.6% | -2.3% | +0.2% |
| 30D | +18.4% | +9.0% | +9.3% | +18.2% |
| 3M | +15.7% | +22.2% | -6.5% | +15.3% |
| 6M | +17.3% | +91.5% | -74.2% | +15.7% |
| YTD | -4.7% | +101.3% | -106.0% | -6.2% |
| 1Y | +1.8% | +20.8% | -19.0% | +1.0% |
| 3Y | +31.7% | -71.3% | +103.0% | +32.0% |
| 5Y | +12.1% | -99.2% | +111.3% | +15.1% |
| All | +331.8% | -98.7% | +430.6% | +300.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling