-98.9%
AMC vs AME
+419.5%
-518.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.3% |
| 7D | +2.3% | +0.6% | +1.7% | +1.9% |
| 30D | -0.7% | -6.7% | +5.9% | +3.9% |
| 3M | +35.2% | +4.1% | +31.1% | +30.9% |
| 6M | +124.6% | +1.6% | +123.0% | +120.9% |
| YTD | +69.9% | +16.1% | +53.7% | +52.1% |
| 1Y | -2.6% | +27.3% | -29.9% | -18.7% |
| 3Y | -79.8% | +50.9% | -130.6% | -85.4% |
| 5Y | -99.4% | +81.4% | -180.8% | -99.6% |
| All | -98.9% | +419.5% | -518.4% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling