-98.7%
AMC vs EL
+60.9%
-159.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +5.5% | +7.6% | -2.1% | +3.1% |
| 30D | +16.1% | +15.7% | +0.4% | +10.5% |
| 3M | +43.0% | +30.5% | +12.4% | +30.7% |
| 6M | +130.7% | +32.5% | +98.1% | +108.0% |
| YTD | +121.8% | +9.4% | +112.3% | +110.1% |
| 1Y | +40.7% | +28.4% | +12.3% | +25.8% |
| 3Y | -56.8% | +4.4% | -61.3% | -61.3% |
| 5Y | -99.1% | -64.5% | -34.6% | -98.8% |
| 10Y | -98.7% | +64.9% | -163.5% | -98.9% |
| All | -98.7% | +60.9% | -159.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling