-99.1%
AMC vs AME
+77.3%
-176.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.6% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | +14.0% | -4.1% | +18.1% | +17.5% |
| 3M | +42.5% | -6.3% | +48.8% | +49.5% |
| 6M | +142.6% | +3.5% | +139.0% | +134.4% |
| YTD | +119.2% | +17.3% | +102.0% | +91.5% |
| 1Y | +40.7% | +22.0% | +18.7% | +19.0% |
| 3Y | -57.3% | +62.0% | -119.3% | -73.9% |
| 5Y | -99.1% | +78.5% | -177.6% | -99.6% |
| All | -99.1% | +77.3% | -176.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling