-97.4%
AMC vs FE
+151.8%
-249.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +17.7% | +1.7% | +16.0% | +17.5% |
| 30D | +26.2% | +8.1% | +18.1% | +24.7% |
| 3M | +31.3% | -1.3% | +32.7% | +31.5% |
| 6M | +142.8% | +2.9% | +139.9% | +141.1% |
| YTD | +125.6% | +8.6% | +117.1% | +121.9% |
| 1Y | +40.2% | +6.3% | +33.9% | +38.4% |
| 3Y | -67.2% | +45.1% | -112.3% | -69.5% |
| 5Y | -99.1% | +47.1% | -146.3% | -99.2% |
| 10Y | -98.5% | +110.6% | -209.2% | -98.6% |
| All | -97.4% | +151.8% | -249.3% | -97.6% |
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