-97.7%
AMC vs ED
+254.8%
-352.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.9% | -13.4% | -12.7% |
| 7D | 0.0% | +5.2% | -5.2% | -0.9% |
| 30D | +4.4% | +15.5% | -11.1% | +1.5% |
| 3M | +15.4% | +13.0% | +2.3% | +12.6% |
| 6M | +93.7% | +13.1% | +80.6% | +88.3% |
| YTD | +97.4% | +25.3% | +72.2% | +86.7% |
| 1Y | +23.2% | +30.5% | -7.3% | +15.1% |
| 3Y | -71.3% | +49.3% | -120.6% | -74.6% |
| 5Y | -99.3% | +84.6% | -183.8% | -99.4% |
| 10Y | -98.7% | +135.4% | -234.2% | -99.0% |
| All | -97.7% | +254.8% | -352.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling