-98.1%
AMC vs FE
+149.7%
-247.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +2.3% | +1.9% | +0.4% | +2.0% |
| 30D | -0.7% | -1.2% | +0.4% | -0.6% |
| 3M | +35.2% | +3.5% | +31.7% | +34.3% |
| 6M | +124.6% | -6.1% | +130.6% | +126.3% |
| YTD | +69.9% | +7.6% | +62.3% | +67.3% |
| 1Y | -2.6% | +11.9% | -14.5% | -4.7% |
| 3Y | -79.8% | +48.4% | -128.2% | -81.3% |
| 5Y | -99.4% | +44.8% | -144.2% | -99.4% |
| 10Y | -98.9% | +115.9% | -214.8% | -98.9% |
| All | -98.1% | +149.7% | -247.7% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling