-97.7%
AMC vs AME
+384.2%
-481.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.9% | -6.6% | -8.6% |
| 7D | 0.0% | -11.4% | +11.4% | +8.1% |
| 30D | +4.4% | -12.1% | +16.5% | +13.6% |
| 3M | +15.4% | -12.3% | +27.7% | +25.7% |
| 6M | +93.7% | -4.6% | +98.4% | +99.0% |
| YTD | +97.4% | +9.1% | +88.3% | +85.0% |
| 1Y | +23.2% | +13.3% | +9.9% | +12.6% |
| 3Y | -71.3% | +58.2% | -129.4% | -79.7% |
| 5Y | -99.3% | +63.4% | -162.7% | -99.5% |
| 10Y | -98.7% | +436.7% | -535.4% | -99.6% |
| All | -97.7% | +384.2% | -481.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling