-99.5%
AMC vs EME
+565.5%
-665.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.0% |
| 7D | -0.8% | +5.2% | -5.9% | -2.0% |
| 30D | -1.2% | -5.4% | +4.2% | 0.0% |
| 3M | +42.2% | -6.1% | +48.3% | +43.0% |
| 6M | +118.8% | +9.7% | +109.1% | +109.6% |
| YTD | +64.1% | +26.6% | +37.5% | +49.7% |
| 1Y | -9.5% | +24.6% | -34.2% | -17.9% |
| 3Y | -64.3% | +249.6% | -313.9% | -79.9% |
| 5Y | -99.5% | +556.6% | -656.0% | -99.8% |
| All | -99.5% | +565.5% | -665.0% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling