+40.7%
AMC vs ED
+24.8%
+15.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.8% | -0.9% | -1.9% | -3.5% |
| 30D | +14.0% | +11.2% | +2.8% | +26.1% |
| 3M | +42.5% | +11.8% | +30.7% | +58.8% |
| 6M | +142.6% | +14.1% | +128.5% | +179.1% |
| YTD | +119.2% | +23.0% | +96.3% | +176.3% |
| 1Y | +40.7% | +23.7% | +17.1% | +80.1% |
| All | +40.7% | +24.8% | +15.9% | +80.1% |
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