+248.8%
EW vs AMC
-98.7%
+347.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +6.5% | -2.8% | +9.3% | +6.5% |
| 30D | +22.5% | +14.0% | +8.5% | +22.1% |
| 3M | +13.0% | +42.5% | -29.5% | +12.0% |
| 6M | +37.1% | +142.6% | -105.4% | +33.9% |
| YTD | +24.1% | +119.2% | -95.1% | +21.2% |
| 1Y | +24.2% | +40.7% | -16.5% | +22.5% |
| 3Y | +64.8% | -57.3% | +122.1% | +64.2% |
| 5Y | -7.4% | -99.1% | +91.7% | -2.9% |
| 10Y | +248.8% | -98.7% | +347.5% | +237.1% |
| All | +248.8% | -98.7% | +347.5% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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