-56.8%
AMC vs FE
+47.6%
-104.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.7% |
| 7D | +5.5% | -0.5% | +6.0% | +5.5% |
| 30D | +16.1% | +4.3% | +11.8% | +16.4% |
| 3M | +43.0% | +0.4% | +42.6% | +43.2% |
| 6M | +130.7% | +6.9% | +123.7% | +130.7% |
| YTD | +121.8% | +8.0% | +113.8% | +120.9% |
| 1Y | +40.7% | +4.8% | +35.8% | +40.7% |
| 3Y | -56.8% | +49.0% | -105.8% | -60.7% |
| All | -56.8% | +47.6% | -104.4% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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