+40.7%
AMC vs AME
+21.9%
+18.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +5.5% | -4.1% | +9.6% | +7.6% |
| 30D | +16.1% | -4.1% | +20.2% | +18.5% |
| 3M | +43.0% | -5.6% | +48.6% | +46.6% |
| 6M | +130.7% | +2.8% | +127.8% | +125.5% |
| YTD | +121.8% | +16.6% | +105.2% | +92.4% |
| 1Y | +40.7% | +21.1% | +19.6% | +17.7% |
| All | +40.7% | +21.9% | +18.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling