-58.9%
AMC vs ED
+50.2%
-109.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.3% |
| 7D | +3.5% | +2.1% | +1.4% | +4.2% |
| 30D | +12.5% | +10.4% | +2.1% | +16.1% |
| 3M | +23.6% | +12.5% | +11.0% | +28.6% |
| 6M | +144.4% | +14.9% | +129.4% | +156.3% |
| YTD | +108.3% | +24.8% | +83.5% | +120.9% |
| 1Y | +38.9% | +23.8% | +15.1% | +47.4% |
| 3Y | -58.9% | +51.6% | -110.5% | -60.4% |
| All | -58.9% | +50.2% | -109.0% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling