-97.5%
AMC vs EME
+1,611.1%
-1,708.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +5.5% | -8.8% | +14.3% | +8.4% |
| 30D | +16.1% | -18.2% | +34.3% | +23.5% |
| 3M | +43.0% | -20.2% | +63.2% | +53.0% |
| 6M | +130.7% | -29.9% | +160.6% | +154.1% |
| YTD | +121.8% | +5.7% | +116.1% | +109.7% |
| 1Y | +40.7% | -1.5% | +42.1% | +36.3% |
| 3Y | -56.8% | +208.4% | -265.2% | -74.8% |
| 5Y | -99.1% | +401.9% | -501.0% | -99.6% |
| 10Y | -98.7% | +914.2% | -1,012.9% | -99.6% |
| All | -97.5% | +1,611.1% | -1,708.5% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling