-98.9%
AMC vs XME
+401.9%
-500.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -4.1% |
| 7D | -0.8% | +3.6% | -4.4% | -3.0% |
| 30D | -1.2% | +3.6% | -4.8% | -3.6% |
| 3M | +42.2% | +1.2% | +41.0% | +39.6% |
| 6M | +118.8% | +9.0% | +109.8% | +105.0% |
| YTD | +64.1% | +15.9% | +48.2% | +45.7% |
| 1Y | -9.5% | +43.2% | -52.7% | -31.5% |
| 3Y | -64.3% | +137.4% | -201.7% | -81.2% |
| 5Y | -99.5% | +185.0% | -284.5% | -99.7% |
| 10Y | -98.9% | +409.5% | -508.4% | -99.7% |
| All | -98.9% | +401.9% | -500.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling