+11.7%
SPGI vs AMC
-99.3%
+111.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +0.3% | +2.6% | -2.3% | +0.1% |
| 30D | +18.4% | +9.0% | +9.3% | +17.9% |
| 3M | +15.7% | +22.2% | -6.5% | +14.5% |
| 6M | +17.3% | +91.5% | -74.2% | +13.0% |
| YTD | -4.7% | +101.3% | -106.0% | -8.7% |
| 1Y | +1.8% | +20.8% | -19.0% | -0.5% |
| 3Y | +31.7% | -71.3% | +103.0% | +34.3% |
| All | +11.7% | -99.3% | +111.0% | +33.3% |
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 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