+40.2%
AMC vs XME
+5.2%
+35.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.7% |
| 7D | +17.7% | -5.5% | +23.2% | +20.5% |
| 30D | +26.2% | -11.1% | +37.3% | +32.6% |
| 3M | +31.3% | -11.1% | +42.5% | +37.6% |
| 6M | +142.8% | -18.0% | +160.8% | +170.6% |
| YTD | +125.6% | -7.4% | +133.0% | +129.5% |
| 1Y | +40.2% | +6.7% | +33.6% | +29.3% |
| All | +40.2% | +5.2% | +35.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling