-99.3%
AMC vs FE
+42.2%
-141.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.3% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | +9.0% | +4.1% | +4.9% | +7.9% |
| 3M | +22.2% | -1.0% | +23.2% | +22.4% |
| 6M | +91.5% | +4.0% | +87.5% | +88.5% |
| YTD | +101.3% | +6.8% | +94.5% | +95.4% |
| 1Y | +20.8% | +5.3% | +15.5% | +17.9% |
| 3Y | -71.3% | +44.6% | -115.9% | -76.2% |
| All | -99.3% | +42.2% | -141.5% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling