-98.7%
AMC vs XME
+300.2%
-398.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.4% | -0.2% |
| 7D | +2.6% | -4.5% | +7.1% | +5.9% |
| 30D | +9.0% | -10.9% | +19.9% | +17.6% |
| 3M | +22.2% | -15.3% | +37.4% | +35.2% |
| 6M | +91.5% | -24.6% | +116.1% | +127.5% |
| YTD | +101.3% | -9.6% | +110.9% | +109.0% |
| 1Y | +20.8% | +2.9% | +17.9% | +14.5% |
| 3Y | -71.3% | +86.9% | -158.2% | -82.5% |
| 5Y | -99.2% | +115.2% | -214.4% | -99.6% |
| All | -98.7% | +300.2% | -398.9% | -99.6% |
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