-61.0%
AMC vs EME
+214.6%
-275.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.3% | +1.0% | +7.1% |
| 7D | +6.6% | -4.4% | +11.0% | +7.0% |
| 30D | +14.1% | -17.3% | +31.3% | +17.1% |
| 3M | +31.3% | -20.0% | +51.3% | +35.3% |
| 6M | +126.7% | -29.1% | +155.8% | +138.4% |
| YTD | +117.9% | +6.9% | +111.0% | +109.9% |
| 1Y | +41.1% | +0.8% | +40.3% | +37.4% |
| 3Y | -61.0% | +214.4% | -275.4% | -79.5% |
| All | -61.0% | +214.6% | -275.5% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling