-98.7%
AMC vs AME
+442.8%
-541.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.2% |
| 7D | +2.6% | -5.2% | +7.8% | +6.4% |
| 30D | +9.0% | -8.0% | +17.1% | +15.3% |
| 3M | +22.2% | -8.9% | +31.1% | +30.1% |
| 6M | +91.5% | -5.0% | +96.4% | +97.3% |
| YTD | +101.3% | +11.9% | +89.4% | +84.8% |
| 1Y | +20.8% | +16.6% | +4.1% | +7.7% |
| 3Y | -71.3% | +62.5% | -133.8% | -80.5% |
| 5Y | -99.2% | +67.6% | -166.8% | -99.5% |
| All | -98.7% | +442.8% | -541.5% | -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