-98.7%
AMC vs AME
+438.4%
-537.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +5.5% | -4.1% | +9.6% | +8.6% |
| 30D | +16.1% | -4.1% | +20.2% | +19.6% |
| 3M | +43.0% | -5.6% | +48.6% | +48.7% |
| 6M | +130.7% | +2.8% | +127.8% | +125.2% |
| YTD | +121.8% | +16.6% | +105.2% | +98.2% |
| 1Y | +40.7% | +21.1% | +19.6% | +22.4% |
| 3Y | -56.8% | +61.1% | -117.9% | -70.2% |
| 5Y | -99.1% | +76.6% | -175.7% | -99.4% |
| 10Y | -98.7% | +431.3% | -530.0% | -99.5% |
| All | -98.7% | +438.4% | -537.1% | -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