+38.2%
AMC vs ED
+24.7%
+13.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.2% |
| 7D | +6.6% | -0.1% | +6.7% | +6.4% |
| 30D | +14.1% | +11.6% | +2.5% | +26.8% |
| 3M | +31.3% | +10.5% | +20.7% | +44.7% |
| 6M | +126.7% | +13.2% | +113.4% | +159.1% |
| YTD | +117.9% | +22.1% | +95.8% | +172.4% |
| All | +38.2% | +24.7% | +13.5% | +75.9% |
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