-99.0%
AMC vs EME
+1,266.0%
-1,364.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.2% |
| 7D | -6.8% | +2.7% | -9.5% | -7.6% |
| 30D | +1.7% | -6.8% | +8.5% | +3.6% |
| 3M | +26.8% | -8.8% | +35.6% | +28.5% |
| 6M | +117.7% | +5.0% | +112.7% | +109.8% |
| YTD | +57.7% | +23.5% | +34.2% | +43.0% |
| 1Y | -12.5% | +21.3% | -33.8% | -21.0% |
| 3Y | -65.7% | +241.1% | -306.8% | -80.1% |
| 5Y | -99.5% | +549.2% | -648.6% | -99.8% |
| 10Y | -99.0% | +1,306.4% | -1,405.4% | -99.7% |
| All | -99.0% | +1,266.0% | -1,364.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling