-98.7%
AMC vs AME
+465.0%
-563.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +5.4% |
| 7D | +6.6% | -1.5% | +8.1% | +7.8% |
| 30D | +14.1% | -4.2% | +18.3% | +17.5% |
| 3M | +31.3% | -5.9% | +37.2% | +36.9% |
| 6M | +126.7% | +2.8% | +123.9% | +121.4% |
| YTD | +117.9% | +16.6% | +101.4% | +94.9% |
| 1Y | +41.1% | +22.1% | +19.0% | +22.1% |
| 3Y | -61.0% | +64.7% | -125.6% | -73.6% |
| 5Y | -99.1% | +76.6% | -175.7% | -99.4% |
| 10Y | -98.7% | +443.9% | -542.6% | -99.5% |
| All | -98.7% | +465.0% | -563.7% | -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