-99.1%
AMC vs ED
+81.8%
-180.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +5.5% | +2.1% | +3.4% | +5.6% |
| 30D | +16.1% | +12.4% | +3.7% | +16.8% |
| 3M | +43.0% | +13.1% | +29.8% | +43.8% |
| 6M | +130.7% | +14.1% | +116.6% | +131.7% |
| YTD | +121.8% | +23.1% | +98.7% | +121.0% |
| 1Y | +40.7% | +25.4% | +15.2% | +39.7% |
| 3Y | -56.8% | +47.9% | -104.7% | -59.4% |
| 5Y | -99.1% | +81.9% | -181.0% | -99.1% |
| All | -99.1% | +81.8% | -180.9% | -99.1% |
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 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