-98.8%
AMC vs EL
+62.2%
-161.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +3.5% | +1.5% | +2.0% | +3.0% |
| 30D | +12.5% | +10.0% | +2.5% | +9.0% |
| 3M | +23.6% | +28.4% | -4.8% | +13.6% |
| 6M | +144.4% | +37.1% | +107.3% | +117.9% |
| YTD | +108.3% | +7.8% | +100.5% | +98.4% |
| 1Y | +38.9% | +26.0% | +12.8% | +25.0% |
| 3Y | -58.9% | +3.8% | -62.7% | -63.0% |
| 5Y | -99.2% | -65.2% | -34.0% | -98.9% |
| All | -98.8% | +62.2% | -161.0% | -99.0% |
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