-71.9%
AMC vs FE
+44.7%
-116.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.5% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | +4.4% | +6.4% | -2.0% | +4.7% |
| 3M | +15.4% | -0.5% | +15.8% | +15.5% |
| 6M | +93.7% | +4.7% | +89.0% | +93.8% |
| YTD | +97.4% | +8.4% | +89.1% | +96.3% |
| 1Y | +23.2% | +7.2% | +16.0% | +22.8% |
| All | -71.9% | +44.7% | -116.6% | -75.9% |
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