+20.8%
AMC vs AME
+16.4%
+4.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.4% |
| 7D | +2.6% | -5.2% | +7.8% | +5.5% |
| 30D | +9.0% | -8.0% | +17.1% | +14.1% |
| 3M | +22.2% | -8.9% | +31.1% | +28.2% |
| 6M | +91.5% | -5.0% | +96.4% | +97.6% |
| YTD | +101.3% | +11.9% | +89.4% | +76.6% |
| 1Y | +20.8% | +16.6% | +4.1% | +0.3% |
| All | +20.8% | +16.4% | +4.4% | +0.3% |
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