+40.2%
AMC vs ED
+27.1%
+13.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +9.8% |
| 7D | +17.7% | +5.4% | +12.3% | +23.1% |
| 30D | +26.2% | +16.4% | +9.8% | +45.5% |
| 3M | +31.3% | +11.9% | +19.5% | +46.0% |
| 6M | +142.8% | +11.6% | +131.2% | +174.7% |
| YTD | +125.6% | +24.1% | +101.5% | +186.0% |
| 1Y | +40.2% | +26.9% | +13.4% | +81.7% |
| All | +40.2% | +27.1% | +13.1% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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