+38.2%
AMC vs AME
+21.9%
+16.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +5.7% |
| 7D | +6.6% | -1.5% | +8.1% | +7.1% |
| 30D | +14.1% | -4.2% | +18.3% | +16.4% |
| 3M | +31.3% | -5.9% | +37.2% | +34.9% |
| 6M | +126.7% | +2.8% | +123.9% | +121.6% |
| YTD | +117.9% | +16.6% | +101.4% | +89.1% |
| All | +38.2% | +21.9% | +16.4% | +15.6% |
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