+40.2%
AMC vs AME
+21.1%
+19.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.6% | +11.9% | +9.6% |
| 7D | +17.7% | -4.4% | +22.2% | +20.0% |
| 30D | +26.2% | -5.9% | +32.1% | +29.8% |
| 3M | +31.3% | -6.5% | +37.9% | +35.1% |
| 6M | +142.8% | +3.2% | +139.6% | +136.9% |
| YTD | +125.6% | +16.0% | +109.6% | +94.9% |
| 1Y | +40.2% | +20.4% | +19.8% | +16.2% |
| All | +40.2% | +21.1% | +19.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling