-99.3%
AMC vs FE
+46.2%
-145.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +4.4% | +6.4% | -2.0% | +2.9% |
| 3M | +15.4% | -0.5% | +15.8% | +15.5% |
| 6M | +93.7% | +4.7% | +89.0% | +90.6% |
| YTD | +97.4% | +8.4% | +89.1% | +91.2% |
| 1Y | +23.2% | +7.2% | +16.0% | +19.8% |
| 3Y | -71.3% | +44.9% | -116.2% | -76.0% |
| 5Y | -99.3% | +46.3% | -145.5% | -99.4% |
| All | -99.3% | +46.2% | -145.5% | -99.4% |
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