+338.6%
SPGI vs AMC
-98.7%
+437.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -1.4% | -2.8% | +1.5% | -1.3% |
| 30D | +15.3% | +14.0% | +1.3% | +15.0% |
| 3M | +16.5% | +42.5% | -26.0% | +15.8% |
| 6M | +19.8% | +142.6% | -122.7% | +17.8% |
| YTD | -3.2% | +119.2% | -122.5% | -4.9% |
| 1Y | +1.8% | +40.7% | -38.9% | +0.7% |
| 3Y | +30.6% | -57.3% | +87.9% | +30.2% |
| 5Y | +16.0% | -99.1% | +115.2% | +19.0% |
| 10Y | +338.6% | -98.7% | +437.3% | +314.5% |
| All | +338.6% | -98.7% | +437.3% | +314.5% |
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