+13.2%
SPGI vs AMC
-99.3%
+112.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.5% | +10.6% | -1.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | +19.3% | +4.4% | +14.8% | +19.0% |
| 3M | +15.5% | +15.4% | +0.1% | +14.6% |
| 6M | +18.3% | +93.7% | -75.4% | +14.0% |
| YTD | -3.8% | +97.4% | -101.2% | -7.7% |
| 1Y | +1.3% | +23.2% | -21.9% | -1.0% |
| 3Y | +33.6% | -71.3% | +104.9% | +36.2% |
| 5Y | +13.2% | -99.3% | +112.4% | +31.4% |
| All | +13.2% | -99.3% | +112.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling