+62.0%
EW vs AMC
-58.4%
+120.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.8% | +2.4% |
| 7D | +12.3% | +6.6% | +5.7% | +12.2% |
| 30D | +22.9% | +14.1% | +8.8% | +22.7% |
| 3M | +16.7% | +31.3% | -14.6% | +16.3% |
| 6M | +31.0% | +126.7% | -95.7% | +29.7% |
| YTD | +22.8% | +117.9% | -95.1% | +21.7% |
| 1Y | +25.6% | +41.1% | -15.5% | +24.4% |
| 3Y | +62.0% | -61.0% | +122.9% | +73.3% |
| All | +62.0% | -58.4% | +120.4% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling