+618.6%
SPGI vs AMC
-98.1%
+716.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.6% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | +8.4% | -0.7% | +9.2% | +8.4% |
| 3M | +11.8% | +35.2% | -23.4% | +10.9% |
| 6M | +5.7% | +124.6% | -118.9% | +3.7% |
| YTD | -9.7% | +69.9% | -79.5% | -11.0% |
| 1Y | -12.5% | -2.6% | -9.9% | -13.0% |
| 3Y | +21.8% | -79.8% | +101.6% | +22.8% |
| 5Y | +8.2% | -99.4% | +107.6% | +12.6% |
| 10Y | +309.5% | -98.9% | +408.4% | +323.3% |
| All | +618.6% | -98.1% | +716.7% | +563.1% |
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