+40.2%
AMC vs EME
-3.1%
+43.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.6% | +17.0% | +8.2% |
| 7D | +17.7% | -5.8% | +23.5% | +18.1% |
| 30D | +26.2% | -17.9% | +44.1% | +28.8% |
| 3M | +31.3% | -22.0% | +53.3% | +34.5% |
| 6M | +142.8% | -29.7% | +172.5% | +158.0% |
| YTD | +125.6% | +4.7% | +120.9% | +91.0% |
| 1Y | +40.2% | -2.1% | +42.4% | +23.5% |
| All | +40.2% | -3.1% | +43.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling