-98.1%
AMC vs EME
+1,898.4%
-1,996.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.8% |
| 7D | +2.3% | +1.9% | +0.4% | +1.7% |
| 30D | -0.7% | -8.3% | +7.5% | +1.9% |
| 3M | +35.2% | -10.7% | +46.0% | +38.2% |
| 6M | +124.6% | +1.9% | +122.7% | +118.1% |
| YTD | +69.9% | +23.5% | +46.4% | +53.3% |
| 1Y | -2.6% | +18.0% | -20.5% | -11.7% |
| 3Y | -79.8% | +236.1% | -315.9% | -88.5% |
| 5Y | -99.4% | +527.9% | -627.3% | -99.7% |
| 10Y | -98.9% | +1,252.8% | -1,351.7% | -99.7% |
| All | -98.1% | +1,898.4% | -1,996.4% | -99.6% |
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