-98.1%
AMC vs XME
+259.2%
-357.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | -0.7% | +6.0% | -6.7% | -4.1% |
| 3M | +35.2% | -7.7% | +42.9% | +40.4% |
| 6M | +124.6% | +1.0% | +123.6% | +121.6% |
| YTD | +69.9% | +14.6% | +55.2% | +54.5% |
| 1Y | -2.6% | +46.0% | -48.5% | -24.0% |
| 3Y | -79.8% | +127.0% | -206.8% | -87.9% |
| 5Y | -99.4% | +175.8% | -275.2% | -99.7% |
| 10Y | -98.9% | +414.6% | -513.5% | -99.6% |
| All | -98.1% | +259.2% | -357.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling