-98.7%
AMC vs ED
+141.1%
-239.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | +14.0% | +11.2% | +2.8% | +11.3% |
| 3M | +42.5% | +11.8% | +30.7% | +38.8% |
| 6M | +142.6% | +14.1% | +128.5% | +134.1% |
| YTD | +119.2% | +23.0% | +96.3% | +106.3% |
| 1Y | +40.7% | +23.7% | +17.1% | +32.1% |
| 3Y | -57.3% | +47.7% | -105.0% | -63.0% |
| 5Y | -99.1% | +82.6% | -181.8% | -99.3% |
| 10Y | -98.7% | +141.8% | -240.5% | -99.0% |
| All | -98.7% | +141.1% | -239.8% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling