-71.9%
AMC vs ED
+48.1%
-119.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.9% | -13.4% | -12.2% |
| 7D | 0.0% | +5.2% | -5.2% | +1.5% |
| 30D | +4.4% | +15.5% | -11.1% | +9.3% |
| 3M | +15.4% | +13.0% | +2.3% | +20.0% |
| 6M | +93.7% | +13.1% | +80.6% | +102.6% |
| YTD | +97.4% | +25.3% | +72.2% | +109.3% |
| 1Y | +23.2% | +30.5% | -7.3% | +31.0% |
| All | -71.9% | +48.1% | -119.9% | -72.5% |
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