+235.5%
EW vs AMC
-98.7%
+334.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +11.0% | +2.6% | +8.4% | +10.9% |
| 30D | +19.1% | +9.0% | +10.0% | +18.8% |
| 3M | +14.4% | +22.2% | -7.8% | +13.8% |
| 6M | +22.8% | +91.5% | -68.7% | +20.5% |
| YTD | +19.8% | +101.3% | -81.5% | +17.3% |
| 1Y | +23.9% | +20.8% | +3.1% | +22.5% |
| 3Y | +52.2% | -71.3% | +123.5% | +53.0% |
| 5Y | -13.9% | -99.2% | +85.3% | -9.5% |
| All | +235.5% | -98.7% | +334.2% | +221.4% |
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