+23.9%
EW vs AMC
+24.6%
-0.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +11.0% | +2.6% | +8.4% | +10.8% |
| 30D | +19.1% | +9.0% | +10.0% | +18.6% |
| 3M | +14.4% | +22.2% | -7.8% | +13.4% |
| 6M | +22.8% | +91.5% | -68.7% | +17.8% |
| YTD | +19.8% | +101.3% | -81.5% | +15.0% |
| 1Y | +23.9% | +20.8% | +3.1% | +23.4% |
| All | +23.9% | +24.6% | -0.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling