-99.3%
AMC vs ED
+80.7%
-180.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.8% |
| 7D | +2.6% | +1.6% | +1.0% | +2.7% |
| 30D | +9.0% | +13.3% | -4.3% | +9.8% |
| 3M | +22.2% | +9.7% | +12.5% | +22.9% |
| 6M | +91.5% | +12.8% | +78.7% | +92.5% |
| YTD | +101.3% | +22.3% | +79.0% | +100.8% |
| 1Y | +20.8% | +26.3% | -5.5% | +20.0% |
| 3Y | -71.3% | +45.0% | -116.4% | -72.9% |
| All | -99.3% | +80.7% | -180.0% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling