-98.7%
AMC vs XME
+270.2%
-368.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.1% |
| 7D | +5.5% | -0.2% | +5.7% | +5.9% |
| 30D | +16.1% | -9.2% | +25.3% | +23.8% |
| 3M | +43.0% | -17.8% | +60.7% | +61.8% |
| 6M | +130.7% | -20.0% | +150.7% | +163.7% |
| YTD | +121.8% | -6.6% | +128.4% | +125.6% |
| 1Y | +40.7% | +1.8% | +38.9% | +34.7% |
| 3Y | -56.8% | +98.7% | -155.5% | -74.8% |
| 5Y | -99.1% | +123.9% | -223.0% | -99.5% |
| 10Y | -98.7% | +277.9% | -376.5% | -99.5% |
| All | -98.7% | +270.2% | -368.8% | -99.5% |
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