+20.8%
AMC vs ED
+26.3%
-5.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | -0.2% |
| 7D | +2.6% | +1.6% | +1.0% | +4.0% |
| 30D | +9.0% | +13.3% | -4.3% | +23.5% |
| 3M | +22.2% | +9.7% | +12.5% | +33.9% |
| 6M | +91.5% | +12.8% | +78.7% | +119.3% |
| YTD | +101.3% | +22.3% | +79.0% | +156.9% |
| 1Y | +20.8% | +26.3% | -5.5% | +59.3% |
| All | +20.8% | +26.3% | -5.6% | +59.3% |
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