+24.5%
EW vs AMC
+40.5%
-16.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.8% | +2.2% |
| 7D | +12.3% | +6.6% | +5.7% | +11.9% |
| 30D | +22.9% | +14.1% | +8.8% | +22.1% |
| 3M | +16.7% | +31.3% | -14.6% | +15.3% |
| 6M | +31.0% | +126.7% | -95.7% | +24.5% |
| YTD | +22.8% | +117.9% | -95.1% | +17.3% |
| All | +24.5% | +40.5% | -16.0% | +24.3% |
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