+129.5%
EW vs AMC
-98.9%
+228.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | -0.3% | +2.3% | -2.7% | -0.4% |
| 30D | +1.0% | -0.7% | +1.8% | +1.0% |
| 3M | +2.8% | +35.2% | -32.4% | +1.8% |
| 6M | +5.5% | +124.6% | -119.1% | +3.1% |
| YTD | +5.5% | +69.9% | -64.4% | +3.6% |
| 1Y | +11.0% | -2.6% | +13.6% | +10.3% |
| 3Y | +17.7% | -79.8% | +97.5% | +18.9% |
| 5Y | -25.7% | -99.4% | +73.7% | -21.5% |
| All | +129.5% | -98.9% | +228.3% | +120.2% |
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