-98.8%
AMC vs XME
+266.4%
-365.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.0% |
| 7D | +8.4% | +5.3% | +3.1% | +4.9% |
| 30D | +9.2% | -8.2% | +17.4% | +15.7% |
| 3M | +32.0% | -18.4% | +50.4% | +50.2% |
| 6M | +149.3% | -22.8% | +172.1% | +192.2% |
| YTD | +114.1% | -7.9% | +122.0% | +119.8% |
| 1Y | +35.8% | -0.9% | +36.6% | +32.3% |
| 3Y | -58.3% | +96.0% | -154.3% | -75.5% |
| 5Y | -99.2% | +110.3% | -209.5% | -99.5% |
| All | -98.8% | +266.4% | -365.1% | -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