-98.8%
AMC vs AME
+444.5%
-543.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +3.5% | +5.9% | -2.4% | -0.3% |
| 30D | +12.5% | -1.9% | +14.4% | +13.9% |
| 3M | +23.6% | -5.4% | +28.9% | +28.3% |
| 6M | +144.4% | +4.9% | +139.4% | +135.2% |
| YTD | +108.3% | +18.5% | +89.9% | +84.1% |
| 1Y | +38.9% | +25.5% | +13.4% | +17.9% |
| 3Y | -58.9% | +63.0% | -121.9% | -71.9% |
| 5Y | -99.2% | +78.3% | -177.5% | -99.5% |
| All | -98.8% | +444.5% | -543.2% | -99.5% |
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