-98.7%
AMC vs ED
+132.0%
-230.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | +6.6% | -0.1% | +6.7% | +6.6% |
| 30D | +14.1% | +11.6% | +2.5% | +11.3% |
| 3M | +31.3% | +10.5% | +20.7% | +28.2% |
| 6M | +126.7% | +13.2% | +113.4% | +119.1% |
| YTD | +117.9% | +22.1% | +95.8% | +105.4% |
| 1Y | +41.1% | +24.2% | +16.9% | +32.1% |
| 3Y | -61.0% | +46.9% | -107.9% | -66.1% |
| 5Y | -99.1% | +80.8% | -180.0% | -99.3% |
| 10Y | -98.7% | +134.3% | -232.9% | -99.0% |
| All | -98.7% | +132.0% | -230.7% | -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